Journal of Applied Probability
- J. Appl. Probab.
- Volume 49, Number 1 (2012), 199-209.
Continuous, discrete, and conditional scan statistics
The distributions for continuous, discrete, and conditional discrete scan statistics are studied. The approach of finite Markov chain imbedding, which has been applied to random permutations as well as to runs and patterns, is extended to compute the distribution of the conditional discrete scan statistic, defined from a sequence of Bernoulli trials. It is shown that the distribution of the continuous scan statistic induced by a Poisson process defined on (0, 1] is a limiting distribution of weighted distributions of conditional discrete scan statistics. Comparisons of rates of convergence as well as numerical comparisons of various bounds and approximations are provided to illustrate the theoretical results.
J. Appl. Probab., Volume 49, Number 1 (2012), 199-209.
First available in Project Euclid: 8 March 2012
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60E05: Distributions: general theory
Secondary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Fu, James C.; Wu, Tung-Lung; Lou, W.Y. Wendy. Continuous, discrete, and conditional scan statistics. J. Appl. Probab. 49 (2012), no. 1, 199--209. doi:10.1239/jap/1331216842. https://projecteuclid.org/euclid.jap/1331216842