Department of Mathematical Sciences
|DATE:||Thursday, Dec. 3, 2020|
|TIME:||1:15pm – 2:15pm|
|SPEAKER:||Mengyu Chen, Binghamton University|
|TITLE:||An Empirical Likelihood Approach on Bivariate Random Variables|
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.