Title: Asymptotic results for the multiple scan statistic
Abstract: Abstract The contribution of the theory of scan statistics to the study of many real-life applications has been rapidly expanding during the last decades. The multiple scan statistic, defined on a sequence of n Bernoulli trials, enumerates the number of occurrences of k consecutive trials which contain at least r successes among them ( r ≤ k ≤ n ). In this paper we establish some asymptotic results for the distribution of the multiple scan statistic, as n , k , r →∞ and illustrate their accuracy through a simulation study. Our approach is based on an appropriate combination of compound Poisson approximation and random walk theory.
Publication Year: 2017
Publication Date: 2017-03-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 4
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