Statistics Seminar
Department of Mathematical Sciences

DATE:Thursday, October 28, 2021
TIME:1:15pm – 2:15pm
LOCATION:Zoom meeting
SPEAKER:Mengyu Chen, Binghamton University
TITLE:An Empirical Likelihood Approach for Local Power of a Test


Abstract

Consider a random sample from the location model (X,Y) whose marginal distributions differ by a location parameter theta_n and for the hypothesis test with null hypothesis H_0: the location parameter = theta_0 , the logarithm of empirical likelihood of theta_0 has a limiting non-central chi-squared distribution under some appropriate assumptions. This problem can be extended to the scale model and location-scale model with a slight modification of the assumptions.