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Department of Mathematical Sciences
DATE: | Thursday, October 28, 2021 |
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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.