Author:
Koutras Markos V.,Lyberopoulos Demetrios P.
Abstract
Abstract
In the present work, some new maximal inequalities for nonnegative N-demi(super)martingales are first developed. As an application, new bounds for the cumulative distribution function of the waiting time for the first occurrence of a scan statistic in a sequence of independent and identically distributed (i.i.d.) binary trials are obtained. A numerical study is also carried out for investigating the behavior of the new bounds.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
4 articles.
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