Statistics Papers

Document Type

Journal Article

Date of this Version

3-2005

Publication Source

Annals of the Institute of Statistical Mathematics

Volume

57

Issue

1

Start Page

21

Last Page

37

DOI

10.1007/BF02506876

Abstract

Scan statistics are commonly used in biology, medicine, engineering and other fields where interest is in the probability of observing clusters of events in a window at an unknown location. Due to the dependent nature of the number of events in a large number of overlapping window locations, even approximate solutions for the simplest scan statistics may require elaborate calculations. We propose a new martingale method which allows one to approximate the distribution for a wide variety of scan statistics, including some for which analytical results are computationally infeasible.

Copyright/Permission Statement

The final publication is available at Springer via http://dx.doi.org/10.1007/BF02506876

Keywords

Scan, run, pattern, martingale, stopping time

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Date Posted: 27 November 2017

This document has been peer reviewed.