A martingale approach to scan statistics

A martingale approach to scan statistics
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扫描统计数据的鞅方法

DOI:
10.1007/bf02506876
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发表时间:
2005
影响因子:
1
通讯作者:
J. Steele
J. Steele
中科院分区:
数学4区
文献类型:
--
作者:
V. Pozdnyakov;J. Glaz;M. Kulldorff;J. Steele

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扫描统计通常用于生物学、医学、工程和其他领域,其中感兴趣的是在未知位置的窗口中观察事件簇的概率。由于大量重叠窗口位置中的事件数量的依赖性,即使是最简单的扫描统计的近似解也可能需要精细的计算。我们提出了一个新的鞅方法,它允许一个近似的分布,各种各样的扫描统计,包括一些分析结果是计算上不可行的。
Scan statistics are commonly used in biology, medicine, engineering and other fields where interest is in the probability of observing clusters of events in a window at an unknown location. Due to the dependent nature of the number of events in a large number of overlapping window locations, even approximate solutions for the simplest scan statistics may require elaborate calculations. We propose a new martingale method which allows one to approximate the distribution for a wide variety of scan statistics, including some for which analytical results are computationally infeasible.
用于测试序列比较中统计显着性的泊松、复合泊松和过程近似。
DOI: 10.1007/bf02459930
发表时间: 1992
影响因子: 3.5
作者:
Goldstein,L;Waterman,MS
通讯作者: Waterman,MS