How much randomness is needed for statistics?

DOI10.1007/978-3-642-30870-3_40zbMATH Open1351.68122arXiv1408.2862OpenAlexW2963127107MaRDI QIDQ2453071FDOQ2453071

Authors: Bjørn Kjos-Hanssen, Antoine Taveneaux, Neil Thapen 

Publication date: 6 June 2014

Published in: Annals of Pure and Applied Logic, Lecture Notes in Computer Science (Search for Journal in Brave)

Abstract: In algorithmic randomness, when one wants to define a randomness notion with respect to some non-computable measure $lambda$, a choice needs to be made. One approach is to allow randomness tests to access the measure $lambda$ as an oracle (which we call the "classical approach"). The other approach is the opposite one, where the randomness tests are completely effective and do not have access to the information contained in $lambda$ (we call this approach "Hippocratic"). While the Hippocratic approach is in general much more restrictive, there are cases where the two coincide. The first author showed in 2010 that in the particular case where the notion of randomness considered is Martin-L"of randomness and the measure $lambda$ is a Bernoulli measure, classical randomness and Hippocratic randomness coincide. In this paper, we prove that this result no longer holds for other notions of randomness, namely computable randomness and stochasticity.

Full work available at URL: https://arxiv.org/abs/1408.2862

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zbMATH Keywords

martingalesBernoulli measuresHippocratic randomness

Mathematics Subject Classification ID

Algorithmic randomness and dimension (03D32) Algorithmic information theory (Kolmogorov complexity, etc.) (68Q30)

Cites Work

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• How much randomness is needed for statistics?

Cited In (4)

• On the (dis)similarities between stationary imprecise and non-stationary precise uncertainty models in algorithmic randomness
• How much randomness is needed for statistics?
• Title not available (Why is that?)
• The probability distribution as a computational resource for randomness testing

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