Poisson approximation for two scan statistics with rates of convergence

ANNALS OF APPLIED PROBABILITY(2016)

引用 4|浏览8
暂无评分
摘要
As an application of Stein's method for Poisson approximation, we prove rates of convergence for the tail probabilities of two scan statistics that have been suggested for detecting local signals in sequences of independent random variables subject to possible change-points. Our formulation deals simultaneously with ordinary and with large deviations.
更多
查看译文
关键词
Stein's method,Poisson approximation,total variation distance,relative error,rate of convergence,scan statistics,change-point analysis,exponential family
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要