**Problem of the Week**

**Math Club**

**BUGCAT 2020**

**Zassenhaus Conference**

**Hilton Memorial Lecture**

**BingAWM**

seminars:stat:200213

Statistics Seminar

Department of Mathematical Sciences

DATE: | Thursday, Dec. 3, 2020 |
---|---|

TIME: | 1:15pm – 2:15pm |

LOCATION: | Zoom meeting |

SPEAKER: | Mengyu Chen, Binghamton University |

TITLE: | An Empirical Likelihood Approach on Bivariate Random Variables |

**Abstract**

Suppose Z_1, Z_2,…, Z_n are independent copies of Z=(X,Y), where X and Y-theta have the same marginal distributions. We want to test if theta equals some specific value, say 0. One way to do this is using two samples t test. There is another way by using empirical likelihood methods. Under some certain conditions, -2 log(R(theta)) has a limiting chi-square distribution. This method is much better by using the two samples t test. The empirical approach can later on be used to estimate the value of theta.

seminars/stat/200213.txt · Last modified: 2020/12/02 12:39 by qyu

Except where otherwise noted, content on this wiki is licensed under the following license: CC Attribution-Noncommercial-Share Alike 3.0 Unported