Approximation for the Distribution of ...
Document type :
Article dans une revue scientifique
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Title :
Approximation for the Distribution of Three-dimensional Discrete Scan Statistic
Author(s) :
Journal title :
Methodology and Computing in Applied Probability
Pages :
14
Publisher :
Springer Verlag
Publication date :
2013-09-23
ISSN :
1387-5841
Keyword(s) :
Scan statistics
1-dependent stationary sequences
Importance sampling
1-dependent stationary sequences
Importance sampling
HAL domain(s) :
Mathématiques [math]/Probabilités [math.PR]
English abstract : [en]
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 ...
Show more >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.Show less >
Show more >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.Show less >
Language :
Anglais
Audience :
Internationale
Popular science :
Non
Administrative institution(s) :
CNRS
Université de Lille
Université de Lille
Submission date :
2020-06-08T14:11:05Z
2020-06-09T07:22:15Z
2020-06-09T07:22:15Z
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