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seminars:stat:200213

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


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.

seminars/stat/200213.txt · Last modified: 2020/12/02 12:39 by qyu