Email this article Comparison of the Methodology for Hypothesis Testing of the Independence of Two-Dimensional Random Variables Based on a Nonparametric Classifier
- Authors: Lapko A.V.1,2, Lapko V.А.1,2, Bakhtina A.V.2
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Affiliations:
- Institute of Computational Modelling SB RAS
- Reshetnev Siberian State University of Science and Technology
- Issue: No 1 (2022)
- Pages: 45-56
- Section: Analysis of Signals, Audio and Video Information
- URL: https://journals.rcsi.science/2071-8594/article/view/270610
- DOI: https://doi.org/10.14357/20718594220105
- ID: 270610
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Abstract
The properties of a new method for hypothesis testing of the independence of random variables based on the use of a nonparametric pattern recognition algorithm corresponding to the maximum likelihood criterion are considered. The estimation of the distribution laws in classes is carried out according to the initial statistical data under the assumption of independence and dependence of the analyzed random variables. Under these conditions, estimates of the probabilities of pattern recognition errors in classes are calculated. According to their minimum value, a decision is made on the independence or dependence of random variables. The results of the proposed method are compared with the Pearson criterion and the Pearson, Spearman and Kendall correlation coefficients. When implementing the Pearson criterion, the formula for optimal discretization of the range of values of a two-dimensional random variable is used. Their effectiveness in complicating the dependence between random variables and changing the volume of initial statistical data is studied by the method of computational experiment.
About the authors
Alexander V. Lapko
Institute of Computational Modelling SB RAS; Reshetnev Siberian State University of Science and Technology
Author for correspondence.
Email: lapko@icm.krasn.ru
Doctor of Science in technology, professor, Honored worker of science of the Russian Federation, Chief researcher, Professor of the Department of space facilities and technologies
Russian Federation, Krasnoyarsk; KrasnoyarskVasiliy А. Lapko
Institute of Computational Modelling SB RAS; Reshetnev Siberian State University of Science and Technology
Email: lapko@icm.krasn.ru
Doctor of Science in technology, professor, Leading researcher, Head of the Department of space facilities and technologies
Russian Federation, Krasnoyarsk; KrasnoyarskAnna V. Bakhtina
Reshetnev Siberian State University of Science and Technology
Email: anna-denisyuk@yandex.ru
Head of the Remote Sensing Laboratory
Russian Federation, KrasnoyarskReferences
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