Accurate and asymptotic results for distributions of scan statistics
- 1 September 1985
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 22 (3) , 531-542
- https://doi.org/10.2307/3213858
Abstract
We derive asymptotic forms for the distributions of k-point scan statistics as the interval L under study becomes infinite, while k and the window length are held fixed. In the Poisson case the intensity is also held fixed. In the uniform case the number of points N becomes infinite and N/L tends to a limit, representing a limiting intensity. These results are made explicit for k = 3, and in the Poisson case provide approximations which are typically accurate to six or seven figures, even for small L.Keywords
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