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
Recommended Citation
Pozdnyakov, V., Glaz, J., Kulldorff, M., & Steele, J. M. (2005). A Martingale Approach to Scan Statistics. Annals of the Institute of Statistical Mathematics, 57 (1), 21-37. http://dx.doi.org/10.1007/BF02506876
Date Posted: 27 November 2017
This document has been peer reviewed.