An Efficient Algorithm for Exact Distribution of Discrete Scan Statistics

機構典藏 > College of Sciences > Graduate Institute & Department of Mathematics > Journal Article > Item 987654321/41422

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Title:	An Efficient Algorithm for Exact Distribution of Discrete Scan Statistics
Authors:	Ebneshahrashoob, Morteza;Gao, Tangan;吳孟年;Wu, Meng-nien
Contributors:	淡江大學數學學系
Keywords:	i.i.d. Bernoulli trials;two-state Markov dependent trials;waiting time random variables probability generating functions;success runs
Date:	2005-12-01
Issue Date:	2010-01-28 07:31:57 (UTC+8)
Publisher:	New York: Springer New York LLC
Abstract:	Waiting time random variables and related scan statistics have a wide variety of interesting and useful applications. In this paper, exact distribution of discrete scan statistics for the cases of homogeneous two-state Markov dependent trials as well as i.i.d. Bernoulli trials are discussed by utilizing probability generating functions. A simple algorithm has been developed to calculate the distributions. Numerical results show that the algorithm is very efficient and is capable of handling large problems.
Relation:	Methodology and Computing in Applied Probability 7(4), pp.459-471
DOI:	10.1007/s11009-005-5003-0
Appears in Collections:	[Graduate Institute & Department of Mathematics] Journal Article

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