Approximation for the Distribution of ...
Type de document :
Article dans une revue scientifique
URL permanente :
Titre :
Approximation for the Distribution of Three-dimensional Discrete Scan Statistic
Auteur(s) :
Titre de la revue :
Methodology and Computing in Applied Probability
Pagination :
14
Éditeur :
Springer Verlag
Date de publication :
2013-09-23
ISSN :
1387-5841
Mot(s)-clé(s) :
Scan statistics
1-dependent stationary sequences
Importance sampling
1-dependent stationary sequences
Importance sampling
Discipline(s) HAL :
Mathématiques [math]/Probabilités [math.PR]
Résumé en anglais : [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 ...
Lire la suite >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.Lire moins >
Lire la suite >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.Lire moins >
Langue :
Anglais
Audience :
Internationale
Vulgarisation :
Non
Établissement(s) :
CNRS
Université de Lille
Université de Lille
Date de dépôt :
2020-06-08T14:11:05Z
2020-06-09T07:22:15Z
2020-06-09T07:22:15Z
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