Power of Discrete Scan Statistics: a Finite Markov Chain Imbedding Approach

Wan-Chen Lee ()
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Wan-Chen Lee: University of Manitoba

Methodology and Computing in Applied Probability, 2015, vol. 17, issue 3, 833-841

Abstract: Abstract Wallenstein et al. (1994) discussed the power via combinatorial calculations for scan statistics against a pulse alternative given certain proper conditions. Our work extends their results and provides an alternative way to obtain the distribution of a scan statistic under various alternative conditions. An efficient and intuitive expression for the distribution as well as power of the scan statistic is introduced via finite Markov chain imbedding (FMCI). The numerical results of the power for a discrete scan statistic against various conditions are presented.

Keywords: FMCI; Hypothesis test; Power; Scan statistics; Primary 60E05; Secondary 62G10 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s11009-014-9434-3

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