Approximation for the Distribution of Three-dimensional Discrete Scan Statistic

作者：Amarioarei Alexandru^*; Preda Cristian

来源：Methodology and Computing in Applied Probability, 2015, 17(3): 565-578.

DOI：10.1007/s11009-013-9382-3

• Scan statistics
• 1-dependent stationary sequences
• Importance sampling

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.

• 出版日期2015-9
• 单位INRIA