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Statistica Sinica 7(1997), 167-180


THE APPROXIMATE DISTRIBUTION OF THE MAXIMUM

OF A SMOOTHED POISSON RANDOM FIELD


Daniel Rabinowitz and D. Siegmund


Columbia University and Stanford University


Abstract: The distribution of the maximum score statistic for detecting a signal of known shape, but unknown amplitude, location, and scale is discussed when the underlying noise process is a homogeneous Poisson process. The approximation is based on an exponential change of measure to evaluate asymptotically the expected number of local maxima of a random field.



Key words and phrases: Maximum of a random field, Poisson process, signal detection.



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