Approximation for the Distribution of Three-dimensional Discrete Scan Statistic

Alexandru Amărioarei () and Cristian Preda ()
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Alexandru Amărioarei: Université de Sciences et Technologies de Lille 1
Cristian Preda: Université de Sciences et Technologies de Lille 1

Methodology and Computing in Applied Probability, 2015, vol. 17, issue 3, 565-578

Abstract: 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 obtain sharp bounds for the simulation error. Simulation results and comparisons with other approximations are presented for the binomial and Poisson models.

Keywords: Scan statistics; 1-dependent stationary sequences; Importance sampling; 62E17; 62M30 (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s11009-013-9382-3

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