An Efficient Algorithm for Exact Distribution of Discrete Scan Statistics

Morteza Ebneshahrashoob (), Tangan Gao () and Mengnien Wu ()
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Morteza Ebneshahrashoob: California State University
Tangan Gao: California State University
Mengnien Wu: Tamkang University

Methodology and Computing in Applied Probability, 2005, vol. 7, issue 4, 459-471

Abstract: Abstract Waiting time random variables and related scan statistics have a wide variety of interesting and useful applications. In this paper, exact distribution of discrete scan statistics for the cases of homogeneous two-state Markov dependent trials as well as i.i.d. Bernoulli trials are discussed by utilizing probability generating functions. A simple algorithm has been developed to calculate the distributions. Numerical results show that the algorithm is very efficient and is capable of handling large problems.

Keywords: i.i.d. Bernoulli trials; two-state Markov dependent trials; waiting time random variables; probability generating functions; success runs (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s11009-005-5003-0

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