Recursive computation for evaluating the exact $p$-values of temporal and spatial scan statistics

Satoshi Kuriki, Kunihiko Takahashi, Hisayuki Hara

Let $V$ be a finite set of indices, and let $B_i$, $i=1,\dots ,m$, be subsets of $V$ such that $V={\bigcup }_{i=1}^m{B}_i$. Let $X_i$, $i\in V$, be independent random variables, and l…