Discrete Scan Statistics Generated by Exchangeable Binary Trials
No Thumbnail Available
Date
2010
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Cambridge Univ Press
Open Access Color
OpenAIRE Downloads
OpenAIRE Views
Abstract
Let {X-i}(i=1)(n) be a sequence of random variables with two possible outcomes, denoted 0 and 1. Define a random variable S-n,S-m to be the maximum number of Is within any m consecutive trials in {X-i}(i=1)(n). The random variable S-n,S-m is called a discrete scan statistic and has applications in many areas. In this paper we evaluate the distribution of discrete scan statistics when {X-i}(i=1)(n) consists of exchangeable binary trials. We provide simple closed-form expressions for both conditional and unconditional distributions of S-n,S-m for 2m >= n. These results are also new for independent, identically distributed Bernoulli trials, which are a special case of exchangeable trials.
Description
Eryilmaz, Serkan/0000-0002-2108-1781
ORCID
Keywords
Bernoulli sequence, exchangeable binary trial, reliability, scan statistics
Turkish CoHE Thesis Center URL
Fields of Science
Citation
5
WoS Q
Q3
Scopus Q
Source
Volume
47
Issue
4
Start Page
1084
End Page
1092