Directions for the Search of New Statistical Criteria
There are various statistical criteria for testing the hypothesis of independence of small sample data, such as discrete analogues of the Pearson correlation criterion, discrete-differential analogues of the Pearson correlation criterion and using the Hurst exponent. The paper considers the search for new statistical criteria using the Hurst indicator. The objective is to consider one of the existing statistical criteria for testing the hypothesis of independence of small sample data. The research methods are calculations using the Hurst exponent. It was found that the separability of the Hurst spectra can be significantly improved by the second layer of spectral neurons, generalizing 15 variants of the spectra of the first molecule and 15 variants of the spectra of the second molecule. It is concluded that the main disadvantage of using the Hurst criteria to assess the correlation of small sample data is the two-dimensionality that occurs when calculating the criteria.