Approximating the Distribution of the Multiple Scan Statistic

Markos V. Koutras () and F. S. Milienos ()
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Markos V. Koutras: School of Finance and Statistics, University of Piraeus, Department of Statistics and Insurance Science
F. S. Milienos: Panteion University of Social and Political Sciences, Department of Sociology

Chapter 4 in Handbook of Scan Statistics, 2024, pp 55-69 from Springer

Abstract: Abstract In this paper, we review a number of bounds and approximations for the distribution of the multiple scan statistic defined on a sequence of binary trials. Using a simulation study, we proceed to the assessment of the accuracy of the approximations.

Keywords: Multiple scan statistic; Poisson and compound Poisson approximation; Chen-Stein method; Distances between distributions; Convergence in distribution (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-8033-4_50

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DOI: 10.1007/978-1-4614-8033-4_50

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