Approximation and Simulation of the Distributions of Scan Statistics for Poisson Processes in Higher Dimensions

被引：0

作者：

Sven Erick Alm

机构：

[1] Royal Institute of Technology,Center for Safety Research

来源：

Extremes | 1998年 / 1卷 / 1期

关键词：

Poisson process; scan statistic; approximation; simulation;

D O I：

10.1023/A:1009965918058

中图分类号：

学科分类号：

摘要：

Given a Poisson process in two or three dimensions, we are interested in the scan statistic, i.e. the largest number of points contained in a translate of a fixed scanning set restricted to lie inside a rectangular area. The distribution of the scan statistic is accurately approximated for rectangular scanning sets, using a technique that is also extended to higher dimensions. The accuracy of the approximation is checked through simulation.

引用

页码：111 / 126

页数：15

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