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December 2013 Discrete, continuous and conditional multiple window scan statistics
Tung-Lung Wu, Joseph Glaz, James C. Fu
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J. Appl. Probab. 50(4): 1089-1101 (December 2013). DOI: 10.1239/jap/1389370101

Abstract

The distributions of discrete, continuous and conditional multiple window scan statistics are studied. The finite Markov chain imbedding technique has been applied to obtain the distributions of fixed window scan statistics defined from a sequence of Bernoulli trials. In this manuscript the technique is extended to compute the distributions of multiple window scan statistics and the exact powers for multiple pulse and Markov dependent alternatives. An application in blood component quality monitoring is provided. Numerical results are also given to illustrate our theoretical results.

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Tung-Lung Wu. Joseph Glaz. James C. Fu. "Discrete, continuous and conditional multiple window scan statistics." J. Appl. Probab. 50 (4) 1089 - 1101, December 2013. https://doi.org/10.1239/jap/1389370101

Information

Published: December 2013
First available in Project Euclid: 10 January 2014

zbMATH: 1291.60036
MathSciNet: MR3161375
Digital Object Identifier: 10.1239/jap/1389370101

Subjects:
Primary: 60E05
Secondary: 60J10

Keywords: finite Markov chain imbedding , multiple window , Poisson process , power , random permutation , scan statistic

Rights: Copyright © 2013 Applied Probability Trust

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Vol.50 • No. 4 • December 2013
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