IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v31y2004i8p967-980.html
   My bibliography  Save this article

Multiple Window Discrete Scan Statistics

Author

Listed:
  • Joseph Glaz
  • Zhenkui Zhang

Abstract

In this article, multiple scan statistics of variable window sizes are derived for independent and identically distributed 0-1 Bernoulli trials. Both one and two dimensional, as well as, conditional and unconditional cases are treated. The advantage in using multiple scan statistics, as opposed to single fixed window scan statistics, is that they are more sensitive in detecting a change in the underlying distribution of the observed data. We show how to derive simple approximations for the significance level of these testing procedures and present numerical results to evaluate their performance.

Suggested Citation

  • Joseph Glaz & Zhenkui Zhang, 2004. "Multiple Window Discrete Scan Statistics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(8), pages 967-980.
    • Handle: RePEc:taf:japsta:v:31:y:2004:i:8:p:967-980
    DOI: 10.1080/0266476042000270536
    as

    Download full text from publisher

    File URL: http://www.tandfonline.com/doi/abs/10.1080/0266476042000270536
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/0266476042000270536?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jie Chen & Thomas Ferguson & Paul Jorgensen, 2020. "Using Scan Statistics for Cluster Detection: Recognizing Real Bandwagons," Methodology and Computing in Applied Probability, Springer, vol. 22(4), pages 1481-1491, December.
    2. Wu, Tung-Lung & Glaz, Joseph, 2015. "A new adaptive procedure for multiple window scan statistics," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 164-172.
    3. Glaz, Joseph & Zhang, Zhenkui, 2006. "Maximum scan score-type statistics," Statistics & Probability Letters, Elsevier, vol. 76(13), pages 1316-1322, July.
    4. Porter, Michael D. & Brown, Donald E., 2007. "Detecting local regions of change in high-dimensional criminal or terrorist point processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2753-2768, February.
    5. Yi-Shen Lin & Xenos Chang-Shuo Lin & Daniel Wei-Chung Miao & Yi-Ching Yao, 2020. "Corrected Discrete Approximations for Multiple Window Scan Statistics of One-Dimensional Poisson Processes," Methodology and Computing in Applied Probability, Springer, vol. 22(1), pages 237-265, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:japsta:v:31:y:2004:i:8:p:967-980. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/CJAS20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.