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Approximating the Distribution of the Multiple Scan Statistic

In: Handbook of Scan Statistics

Author

Listed:
  • Markos V. Koutras

    (School of Finance and Statistics, University of Piraeus, Department of Statistics and Insurance Science)

  • F. S. Milienos

    (Panteion University of Social and Political Sciences, Department of Sociology)

Abstract

In this paper, we review a number of bounds and approximations for the distribution of the multiple scan statistic defined on a sequence of binary trials. Using a simulation study, we proceed to the assessment of the accuracy of the approximations.

Suggested Citation

  • Markos V. Koutras & F. S. Milienos, 2024. "Approximating the Distribution of the Multiple Scan Statistic," Springer Books, in: Joseph Glaz & Markos V. Koutras (ed.), Handbook of Scan Statistics, chapter 4, pages 55-69, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4614-8033-4_50
    DOI: 10.1007/978-1-4614-8033-4_50
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