EconPapers    
Economics at your fingertips  
 

On Scan Statistics Through the Finite Markov Chain Imbedding Approach

W. Y. Wendy Lou () and James C. Fu
Additional contact information
W. Y. Wendy Lou: University of Toronto, Dalla Lana School of Public Health
James C. Fu: University of Manitoba, Department of Statistics

Chapter 17 in Handbook of Scan Statistics, 2024, pp 325-337 from Springer

Abstract: Abstract This chapter provides a short review of the finite Markov chain imbedding approach for studying the distributions of discrete scan statistics, multiple window scan statistics, and continuous scan statistics under a Poisson arrival process. Applications to hypothesis testing for various alternatives are also provided to illustrate the versatility of the approach.

Keywords: Exact distribution; Approximation; Simple and compound patterns; Markov-dependent trials; Transition probability matrix (search for similar items in EconPapers)
Date: 2024
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-8033-4_64

Ordering information: This item can be ordered from
http://www.springer.com/9781461480334

DOI: 10.1007/978-1-4614-8033-4_64

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2026-07-28
Handle: RePEc:spr:sprchp:978-1-4614-8033-4_64