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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
LPP - Laboratoire Paul Painlevé - UMR 8524, Université de Lille, Sciences et Technologies, Inria Lille - Nord Europe, METRICS - Evaluation des technologies de santé et des pratiques médicales - ULR 2694, Polytech Lille - École polytechnique universitaire de Lille
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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Submitted on : Tuesday, December 9, 2014 - 9:30:52 PM
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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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