Lower Bounds for the Tail Probabilities of the Scan Statistic
The scan statistic is used for testing the null hypothesis of uniformity against clustering alternatives. Berman & Eagleson (1985) derived an upper bound for the tail probabilities which was improved by Krauth (1988) and Glaz (1989). Glaz (1989) also derived a lower bound, based on a result of Kwerel (1975). This article presents lower bounds for the scan statistic that are easier to compute. They are proved by the method of indicators or by a linear programming approach.
KeywordsLower Bound Marked Point American Statistical Association Tail Probability Linear Programming Approach
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