##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|
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**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.