Approximations for discrete scan statistics on the circle

被引:0
|
作者
Chen, J
Glaz, J
机构
[1] Univ Massachusetts, Dept Comp Serv, Boston, MA 02125 USA
[2] Univ Connecticut, Dept Stat, Storrs, CT 06269 USA
关键词
compound-Poisson approximations; moving sums; Poisson approximations; product-type approximations; testing for identical observations;
D O I
10.1016/S0167-7152(99)00005-X
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Discrete scan statistics are used for testing the null hypothesis that the observations are identically distributed against a clustering alternative that specifies an increased incidence of observations in a connected subregion of the circle. To implement the testing procedures based on the scan statistics, accurate approximations are needed for their tail probabilities. In this article we derive accurate product-type and Poisson-type approximations for the probabilities of discrete scan statistics for the binomial and the Poisson models. Numerical results are presented to evaluate the performance of the approximations derived in this article. (C) 1999 Elsevier Science B.V. All rights reserved.
引用
收藏
页码:167 / 176
页数:10
相关论文
共 50 条