相协样本下概率密度函数的调整经验似然推断

Adjusted Empirical Likelihood Inference of Probability Density Function Under Associated Samples

本文研究相协样本下概率密度函数的调整经验似然推断,证明对数调整经验似然比统计量服从χ^(2)分布,由此构造了相协样本下概率密度函数的调整经验似然置信区间.在有限样本情况下通过数值模拟,对比分析得到AEL的表现略优于EL和NA的表现.

In this paper,we study the adjusted empirical likelihood inference of the probability density function under the associated samples.We prove that the log-adjusted empirical likelihood ratio statistic obeys theχ^(2) distribution,and use this conclusion to construct the adjusted empirical likelihood confidence interval of the probability density function under the associated samples.Through simulation and comparative analysis,we find that the performance of AEL is slightly better than that of EL and NA.