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Approximation for the Distribution of Three-dimensional Discrete Scan Statistic

Alexandru Amarioarei 1, 2 Cristian Preda 1, 2
2 MODAL - MOdel for Data Analysis and Learning
Inria Lille - Nord Europe, LPP - Laboratoire Paul Painlevé - UMR 8524, METRICS - Evaluation des technologies de santé et des pratiques médicales - ULR 2694, Polytech Lille - École polytechnique universitaire de Lille, Université de Lille, Sciences et Technologies
Abstract : We consider the discrete three dimensional scan statistics. Viewed as the maximum of an 1-dependent stationary r.v.’s sequence, we provide approximations and error bounds for the probability distribution of the three dimensional scan statistics. Importance sampling algorithm is used to obtain sharp bounds for the simulation error. Simulation results and comparisons with other approximations are presented for the binomial and Poisson models.
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Alexandru Amarioarei, Cristian Preda. Approximation for the Distribution of Three-dimensional Discrete Scan Statistic. Methodology and Computing in Applied Probability, Springer Verlag, 2013, pp.14. ⟨10.1007/s11009-013-9382-3⟩. ⟨hal-01092992⟩

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