The Annals of Applied Probability
- Ann. Appl. Probab.
- Volume 26, Number 4 (2016), 2384-2418.
Poisson approximation for two scan statistics with rates of convergence
As an application of Stein’s method for Poisson approximation, we prove rates of convergence for the tail probabilities of two scan statistics that have been suggested for detecting local signals in sequences of independent random variables subject to possible change-points. Our formulation deals simultaneously with ordinary and with large deviations.
Ann. Appl. Probab., Volume 26, Number 4 (2016), 2384-2418.
Received: March 2014
Revised: May 2015
First available in Project Euclid: 1 September 2016
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Fang, Xiao; Siegmund, David. Poisson approximation for two scan statistics with rates of convergence. Ann. Appl. Probab. 26 (2016), no. 4, 2384--2418. doi:10.1214/15-AAP1150. https://projecteuclid.org/euclid.aoap/1472745462