It is well known that many classical statistical tests of randomness generally fail to distinguish chaos generated by some lower-dimensional deterministic dynamical systems from independent and identically distributed (i.i.d.) random series. In this paper, we suggest a powerful statistical testing method based on empirical distribution function that can well detect chaos and i.i.d. random series. Keywords: ChaosEmpirical Distribution FunctionNonlinear Time SeriesSimulation StudyTest Of Randomness
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