Approximation for the distribution of three-dimensional discrete scan statistic

DOI10.1007/S11009-013-9382-3zbMATH Open1327.62074arXiv1303.3775OpenAlexW2057198944MaRDI QIDQ496946FDOQ496946

Authors: Alexandru Amărioarei, Cristian Preda 

Publication date: 23 September 2015

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

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.

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

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zbMATH Keywords

importance samplingscan statistics1-dependent stationary sequences

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (5)

• Approximations for two-dimensional discrete scan statistics in some block-factor type dependent models
• Exact asymptotics for the scan statistic and fast alternatives
• 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
• Approximations for a three dimensional scan statistic

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