摘要
利用分块技术证明了α混合样本下含附加信息时概率密度函数的经验似然比统计量的渐近分布是χ~2_1分布,由此得到了概率密度函数的经验似然置信区间。
In this paper, it is proved that the empirical likelihood(EL) ratio statistic for probability density functions in presence of auxiliary information under a strong mixing sample is asymptotically Z1^2 -type distributed by using the blockwise technique. The result is used to obtain EL based confidence interval on the probability density function.
出处
《咸阳师范学院学报》
2016年第4期26-32,共7页
Journal of Xianyang Normal University
基金
国家自然科学基金项目(11271088
11361011)
关键词
α混合样本
附加信息
经验似然
卡方分布
置信区间
strong mixing sample
auxiliary information
empirical likelihood
x1^2 -type distribution
confidence interval