Discrete, Continuous and Conditional Multiple Window Scan Statistics

DOI10.1239/jap/1389370101zbMath1291.60036OpenAlexW2085943829MaRDI QIDQ5407030

Joseph Glaz, Tung-Lung Wu, James C. Fu

Publication date: 4 April 2014

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

Full work available at URL: https://projecteuclid.org/euclid.jap/1389370101

zbMATH Keywords

finite Markov chain imbeddingpowerPoisson processrandom permutationscan statisticmultiple window

Mathematics Subject Classification ID

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

Related Items (8)

A new adaptive procedure for multiple window scan statistics ⋮ A simple compound scan statistic useful for modeling insurance and risk management problems ⋮ Corrected discrete approximations for multiple window scan statistics of one-dimensional Poisson processes ⋮ Approximations of distributions of scan statistics of inhomogeneous Poisson processes ⋮ Multiple window discrete scan statistic for higher-order Markovian 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

Cites Work

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• Power of the scan statistic in detecting a changed segment in a Bernoulli sequence
• Distribution of the scan statistic for a sequence of bistate trials
• Continuous, Discrete, and Conditional Scan Statistics

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