Power of the Scan Statistic in Detecting a Changed Segment in a Bernoulli Sequence
扫描统计量检测伯努利序列变化区段的功效
Fu & Curnow (1990) derive recursive equations to find the level of significance and power of a likelihood ratio test for a changed segment of specified length, based on the scan statistic, the maximum number of successes within the specified length. Their method is computationally feasible for segment lengths of 20 or less. We present and evaluate highly accurate approximations as well as bounds for the power function of this test that are computationally feasible even for…