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Statistics Seminar
Department of Mathematical Sciences
DATE: | Thursday, Dec. 3, 2020 |
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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.