seminars:stat:200213
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| + | 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. | ||
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