相协样本下密度函数在有限个点处的联合经验似然置信域  

Empirical Likelihood Confidence Regions for Density Functions at a Finite Number of Different Points under Associated Samples

作　　者：朱海江[1] 

机构地区：[1]浙江师范大学数理与信息工程学院,浙江金华321004

出　　处：《丽水学院学报》2015年第2期7-13,共7页Journal of Lishui University

摘　　要：研究相协样本下密度函数在有限个不同点上的联合经验似然置信域的构造,证明了相协样本下密度函数在r个不同点上的联合经验似然比统计量的极限分布为χr2,由此结果构造密度函数在r个不同点上的联合经验似然置信域。In this paper,we consider to apply the empirical likelihood method to a probability density function under an associated sample. It is shown that the empirical likelihood ratio statistic is asymptotically χ^2-type distributed under some mild conditions. The result is used to construct empirical likelihood-based empirical likelihood on the probability density function.

关 键 词：相协样本 密度函数 经验似然 联合置信域 

分 类 号：O212.7[理学—概率论与数理统计]