CORRECTED DISCRETE APPROXIMATIONS FOR THE CONDITIONAL AND UNCONDITIONAL DISTRIBUTIONS OF THE CONTINUOUS SCAN STATISTIC.

Autor:	YI-CHINGYA, DANIEL WEI-CHUNG MIAO, XENOS CHANG-SHUO LIN
Předmět:	DISCRETE systems DISTRIBUTION (Probability theory) POISSON processes DISCRETIZATION methods MEASURE theory APPROXIMATION theory
Zdroj:	Journal of Applied Probability; Mar2017, Vol. 54 Issue 1, p304-319, 16p
Abstrakt:	The (conditional or unconditional) distribution of the continuous scan statistic in a onedimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete approximation). Using a change of measure argument, we derive the first-order term of the discrete approximation which involves some functionals of the Poisson process. Richardson's extrapolation is then applied to yield a corrected (second-order) approximation. Numerical results are presented to compare various approximations. [ABSTRACT FROM AUTHOR]
Databáze:	Complementary Index
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