Scan statistics for detecting a local change in variance for two-dimensional normal data |
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| Authors: | Bo Zhao Joseph Glaz |
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| Affiliation: | Department of Statistics, University of Connecticut, Storrs, CT, USA |
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| Abstract: | In this article scan statistics for detecting a local change in variance for two-dimensional normal data are discussed. When the precise size of the rectangular window, where a local change in variance has occurred, is unknown, multiple and variable window scan statistics are proposed. A simulation study is presented to evaluate the performance of the scan statistics investigated in this article via comparison of power. A method for estimating the rectangular region, where a change in variance has occurred, and the size of the change in variance is also discussed. |
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| Keywords: | Generalized likelihood ratio test minimum P-value statistic moving sums of squares multiple window scan statistic non parametric bootstrap variable window scan statistic. |
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