Discrete, Continuous and Conditional Multiple Window Scan Statistics
| Autor: | Joseph Glaz, Tung-Lung Wu, James C. Fu |
|---|---|
| Rok vydání: | 2013 |
| Předmět: |
Statistics and Probability
multiple window Sequence Markov chain Scan statistic General Mathematics Variable-order Markov model random permutation 010102 general mathematics Window (computing) Poisson process Random permutation 01 natural sciences Window function power 010104 statistics & probability Statistics Bernoulli trial 60J10 60E05 0101 mathematics Statistics Probability and Uncertainty finite Markov chain imbedding Mathematics |
| Zdroj: | J. Appl. Probab. 50, no. 4 (2013), 1089-1101 |
| ISSN: | 1475-6072 0021-9002 |
| Popis: | The distributions of discrete, continuous and conditional multiple window scan statistics are studied. The finite Markov chain imbedding technique has been applied to obtain the distributions of fixed window scan statistics defined from a sequence of Bernoulli trials. In this manuscript the technique is extended to compute the distributions of multiple window scan statistics and the exact powers for multiple pulse and Markov dependent alternatives. An application in blood component quality monitoring is provided. Numerical results are also given to illustrate our theoretical results. |
| Databáze: | OpenAIRE |
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