Approximation for the distribution of three-dimensional discrete scan statistic

DOI10.1007/S11009-013-9382-3MaRDI QIDQ496946zbMATH OpenOpenAlexFDO

Authors Alexandru Amărioarei, Cristian Preda

Publication date 23 September 2015

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1303.3775

zbMATH Keywords

importance samplingscan statistics1-dependent stationary sequences

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Approximations to statistical distributions (nonasymptotic) (62E17)

Abstract: We consider the discrete three dimensional scan statistics. Viewed as the maximum of an 1-dependent stationary r.v.'s sequence, we provide approximations and error bounds for the probability distribution of the three dimensional scan statistics. Importance sampling algorithm is used to obtains sharp bounds for the simulation error. Simulation results and comparisons with other approximations are presented for the binomial and Poisson models.

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Cites work

• Approximations for a three dimensional scan statistic
• Estimation for the distribution of two-dimensional discrete scan statistics
• Extreme Value Distribution for the Largest Cube in a Random Lattice
• First passage time for some stationary processes
• Reliability approximation for Markov chain imbeddable systems
• Scan statistics
• Scan statistics. Methods and applications. In honor of Joseph Naus's seventieth birthday

Cited in

(5)

• Characteristics of 1-D samplings for calculating the 3-D discrete diamond-shaped frequency distributions
• Efficient statistical tolerance analysis for general distributions using three-point information
• Exact asymptotics for the scan statistic and fast alternatives
• Approximations for a three dimensional scan statistic
• Approximations for two-dimensional discrete scan statistics in some block-factor type dependent models

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