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On the Asymptotic Distribution of the Scan Statistic for Empirical Distributions

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 نشر من قبل Andrew Ying
 تاريخ النشر 2019
  مجال البحث
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We investigate the asymptotic behavior of several variants of the scan statistic applied to empirical distributions, which can be applied to detect the presence of an anomalous interval with any length. Of particular interest is Studentized scan statistic that is preferable in practice. The main ingredients in the proof are Kolmogorovs theorem, a Poisson approximation, and recent technical results by Kabluchko et al (2014).



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