Power of the Scan Statistic in Detecting a Changed Segment in a Bernoulli Sequence
本文针对基于扫描统计量的似然比检验，提出了适用于大段长的高精度功效函数近似和界限，并评估了检验统计量中使用的段长与实际段长不一致时的功效。
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 very large segment lengths. We also evaluate power when the duration of the increased length used in the test statistic does not correspond to the actual length.