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This paper presents a new scheme for steganalysis of random LSB embedding, capable of applying to any kind of digital signal in both spatial and transform domains. The proposed scheme is based on defining a space whose elements relate to higher-order statistical properties of the signal and looking for special subsets, which we call closure of sets (CoS) in this space. We use this scheme for steganalysis of the LSB steganography in grayscale images, employing a vector of five accurate and monotone features. Experimental results show significantly higher accuracy of the proposed scheme, as compared to those reported in the literature, especially in low embedding rates applications.