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Activity Number: 206
Type: Contributed
Date/Time: Monday, August 7, 2006 : 2:00 PM to 3:50 PM
Sponsor: Biometrics Section
Abstract - #305536
Title: An Efficient Algorithm for Exact Distribution of Discrete Scan Statistics
Author(s): Morteza Ebneshahrashoob*+ and Tangan Gao and Mengnien Wu
Companies: California State University, Long Beach and California State University, Long Beach and Tamkang University
Address: Department of Mathematics and Statistics, Long Beach, CA, 90840,
Keywords: two-state Markov dependent trials ; i.i.d. Bernoulli trials ; probability generating functions ; scan statistics
Abstract:

Waiting time random variables and related scan statistics have a 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 and i.i.d. Bernoulli trials are discussed by utilizing probability-generating functions. A simple algorithm was developed to calculate the distributions. Numerical results show the algorithm is efficient and capable of handling large problems.

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