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Journal Articles Methodology and Computing in Applied Probability Year : 2013

Approximation for the Distribution of Three-dimensional Discrete Scan Statistic

Abstract

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.
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Dates and versions

hal-01092992 , version 1 (09-12-2014)

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Alexandru Amarioarei, Cristian Preda. Approximation for the Distribution of Three-dimensional Discrete Scan Statistic. Methodology and Computing in Applied Probability, 2013, pp.14. ⟨10.1007/s11009-013-9382-3⟩. ⟨hal-01092992⟩
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