کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1154668 958401 2006 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Maximum scan score-type statistics
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Maximum scan score-type statistics
چکیده انگلیسی
In this article we introduce a maximum scan score-type statistic for testing the null hypothesis that the observations are iid according to a specified distribution, against an alternative that the observations cluster within a window of unknown length. This statistic is a variable window scan statistic, based on a finite number of standardized fixed window scan statistics. Approximations for the significance level of this statistic are derived for 0-1 iid Bernoulli trials and for iid uniform observations on the interval [0,1). The advantage in using a maximum scan score-type statistic, rather than a single fixed window scan statistic, is that it is more effective in detecting window-type clustering of observations.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 76, Issue 13, 15 July 2006, Pages 1316-1322
نویسندگان
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