Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150664 | Journal of Statistical Planning and Inference | 2007 | 8 Pages |
Abstract
Discrete one-dimensional scan statistics can be viewed as extremes of 1-dependent stationary sequences. A result of Haiman [1999. First passage time for some stationary processes. Stochastic Process. Appl. 80, 231–248] provides approximations of the distributions of extremes of 1-dependent stationary sequences together with sharp bounds for the corresponding errors. We apply this result to scan statistics generated by Bernoulli r.v.'s and to the charge problem.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
George Haiman,