Distribution of the scan statistic for a sequence of bistate trials

DOI10.1239/JAP/1011994181MaRDI QIDQ4537299zbMATH OpenOpenAlexFDO

Authors James C. Fu

Publication date 26 June 2002

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1011994181

zbMATH Keywords

compound patternfinite Markov chain embeddingtransition probability matrixwaiting time distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(27)

• On occurrence of subpattern and method of gambling teams
• Waiting time problem for an almost perfect match.
• On the tail probability of the longest well-matching run.
• A new adaptive procedure for multiple window scan statistics
• Level hitting probabilities and extremal indexes for some particular dynamical systems
• Distributions of scan statistics in a sequence of Markov Bernoulli trials
• Corrected discrete approximations for multiple window scan statistics of one-dimensional Poisson processes
• Conditional waiting time distributions of runs and patterns and their applications
• Approximations of distributions of scan statistics of inhomogeneous Poisson processes
• An efficient algorithm for exact distribution of discrete scan statistics
• Waiting time for an almost perfect run and applications in statistical process control
• Discrete scan statistics generated by exchangeable binary trials
• On finite Markov chain imbedding and its applications
• One dimensional scan statistics generated by some dependent stationary sequences
• Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic
• Asymptotic results for the multiple scan statistic
• New maximal inequalities for \(N\)-demimartingales with scan statistic applications
• Power of discrete scan statistics: a finite Markov chain imbedding approach
• Multiple window discrete scan statistic for higher-order Markovian sequences
• Discrete, continuous and conditional multiple window scan statistics
• On the asymptotic distribution of the discrete scan statistic
• Gambling Teams and Waiting Times for Patterns in Two-State Markov Chains
• p-values for the discrete scan statistic through slack variables
• A forensic statistical analysis of fraud in the federal food stamp program
• A martingale approach to scan statistics
• Estimating the distribution of one-dimensional discrete scan statistics viewed as extremes of 1-dependent stationary sequences
• On occurrence of patterns in Markov chains: Method of gambling teams

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