Scan statistics viewed as maximum of 1-dependent random variables

Les statistiques de scan vues comme le maximum d'une suite de variables aléatoires 1-dépendantes.

George Haiman , Cristian Preda (1)

1 LPP - Laboratoire Paul Painlevé - UMR 8524

A method of approximating the distribution function of the partial maximum sequence generated by a 1-dependent stationary sequence can be applied to estimate the distribution function of one or multi dimensional scan statistics. The method, which provides error bounds for the approximations, was investigated and evaluated in several papers .

Mots clés: scan statistics; d-dependence; Poisson process

Domaines: Applications [stat.AP]; Méthodologie [stat.ME]

George Haiman, Cristian Preda. Scan statistics viewed as maximum of 1-dependent random variables. Handbook of scan statistics, 2019. ⟨hal-02405892⟩