Asymptotic results for the multiple scan statistic
Michael V. Boutsikas, Markos V. Koutras, Fotios S. Milienos · Journal of Applied Probability · 2017
Abstract The contribution of the theory of scan statistics to the study of many real-life applications has been rapidly expanding during the last decades. The multiple scan statistic, defined on a sequence of n Bernoulli trials, enumerates the number of occurrences of k consecutive trials which contain at least r successes among them (r≤k≤n). In this paper we establish some asymptotic results for the distribution of the multiple scan statistic, as n,k,r→∞ and illustrate their accuracy through a simulation study. Our approach is based on an appropriate combination of compound Poisson approximation and random walk theory.