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An Efficient Algorithm for Exact Distribution of Discrete Scan Statistics

Author

Listed:
  • Morteza Ebneshahrashoob

    (California State University)

  • Tangan Gao

    (California State University)

  • Mengnien Wu

    (Tamkang University)

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.

Suggested Citation

  • Morteza Ebneshahrashoob & Tangan Gao & Mengnien Wu, 2005. "An Efficient Algorithm for Exact Distribution of Discrete Scan Statistics," Methodology and Computing in Applied Probability, Springer, vol. 7(4), pages 459-471, December.
    • Handle: RePEc:spr:metcap:v:7:y:2005:i:4:d:10.1007_s11009-005-5003-0
    DOI: 10.1007/s11009-005-5003-0
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    References listed on IDEAS

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    1. Michael V. Boutsikas & Markos V. Koutras, 2000. "Reliability Approximation for Markov Chain Imbeddable Systems," Methodology and Computing in Applied Probability, Springer, vol. 2(4), pages 393-411, December.
    2. Ebneshahrashoob, M. & Sobel, Milton, 1990. "Sooner and later waiting time problems for Bernoulli trials: frequency and run quotas," Statistics & Probability Letters, Elsevier, vol. 9(1), pages 5-11, January.
    3. N. Balakrishnan & S. Mohanty & S. Aki, 1997. "Start-Up Demonstration Tests Under Markov Dependence Model with Corrective Actions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(1), pages 155-169, March.
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    Cited by:

    1. Alexandru Amarioarei & Cristian Preda, 2020. "One Dimensional Discrete Scan Statistics for Dependent Models and Some Related Problems," Mathematics, MDPI, vol. 8(4), pages 1-11, April.
    2. Haiman, George & Preda, Cristian, 2013. "One dimensional scan statistics generated by some dependent stationary sequences," Statistics & Probability Letters, Elsevier, vol. 83(5), pages 1457-1463.
    3. G. Nuel, 2019. "Moments of the Count of a Regular Expression in a Heterogeneous Random Sequence," Methodology and Computing in Applied Probability, Springer, vol. 21(3), pages 875-887, September.
    4. Donald E. K. Martin & Laurent Noé, 2017. "Faster exact distributions of pattern statistics through sequential elimination of states," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(1), pages 231-248, February.

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