Journal of Applied Probability
- J. Appl. Probab.
- Volume 50, Number 4 (2013), 1089-1101.
Discrete, continuous and conditional multiple window scan statistics
The distributions of discrete, continuous and conditional multiple window scan statistics are studied. The finite Markov chain imbedding technique has been applied to obtain the distributions of fixed window scan statistics defined from a sequence of Bernoulli trials. In this manuscript the technique is extended to compute the distributions of multiple window scan statistics and the exact powers for multiple pulse and Markov dependent alternatives. An application in blood component quality monitoring is provided. Numerical results are also given to illustrate our theoretical results.
J. Appl. Probab., Volume 50, Number 4 (2013), 1089-1101.
First available in Project Euclid: 10 January 2014
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)
Wu, Tung-Lung; Glaz, Joseph; Fu, James C. Discrete, continuous and conditional multiple window scan statistics. J. Appl. Probab. 50 (2013), no. 4, 1089--1101. doi:10.1239/jap/1389370101. https://projecteuclid.org/euclid.jap/1389370101