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.
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AMS 2000 Subject Classification
60J22, 60E05, 60J10
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Ebneshahrashoob, M., Gao, T. & Wu, M. An Efficient Algorithm for Exact Distribution of Discrete Scan Statistics. Methodol Comput Appl Probab 7, 459–471 (2005). https://doi.org/10.1007/s11009-005-5003-0
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DOI: https://doi.org/10.1007/s11009-005-5003-0