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Power of Discrete Scan Statistics: a Finite Markov Chain Imbedding Approach

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  • Wan-Chen Lee

    (University of Manitoba)

Abstract

Wallenstein et al. (1994) discussed the power via combinatorial calculations for scan statistics against a pulse alternative given certain proper conditions. Our work extends their results and provides an alternative way to obtain the distribution of a scan statistic under various alternative conditions. An efficient and intuitive expression for the distribution as well as power of the scan statistic is introduced via finite Markov chain imbedding (FMCI). The numerical results of the power for a discrete scan statistic against various conditions are presented.

Suggested Citation

  • Wan-Chen Lee, 2015. "Power of Discrete Scan Statistics: a Finite Markov Chain Imbedding Approach," Methodology and Computing in Applied Probability, Springer, vol. 17(3), pages 833-841, September.
    • Handle: RePEc:spr:metcap:v:17:y:2015:i:3:d:10.1007_s11009-014-9434-3
    DOI: 10.1007/s11009-014-9434-3
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    Cited by:

    1. Jingwen Lu & He Yi & Xiang Li & Narayanaswamy Balakrishnan, 2023. "Joint Reliability of Two Consecutive-(1, l) or (2, k)-out-of-(2, n): F Type Systems and Its Application in Smart Street Light Deployment," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-26, March.
    2. Lin, Cong & Zeng, Zhaoyang & Zhou, Yan & Xu, Ming & Ren, Zhanyong, 2019. "A lower bound of reliability calculating method for lattice system with non-homogeneous components," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 36-46.

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