Problem of the Week
Hilton Memorial Lecture
Department of Mathematical Sciences
|DATE:||Thursday, October 28, 2021|
|TIME:||1:15pm – 2:15pm|
|SPEAKER:||Mengyu Chen, Binghamton University|
|TITLE:||An Empirical Likelihood Approach for Local Power of a Test|
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.