Confidence intervals for probability density functions under associated samples

被引：8

作者：

Li, Yinghua ^{[1
]}

Qin, Yongsong ^{[1
]}

Lei, Qingzhu ^{[1
]}

机构：

[1] Guangxi Normal Univ, Sch Math Sci, Guilin 541004, Guangxi, Peoples R China

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2012年 / 142卷 / 06期

基金：

中国国家自然科学基金;

关键词：

Probability density function; Blockwise empirical likelihood; Associated sample; Confidence interval; WEAKLY DEPENDENT PROCESSES; EMPIRICAL LIKELIHOOD; ASYMPTOTIC NORMALITY; RANDOM-VARIABLES; SEQUENCES; CONVERGENCE; INEQUALITIES; BOOTSTRAP; QUANTILES; BOUNDS;

D O I：

10.1016/j.jspi.2012.01.001

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we study the construction of confidence intervals for a probability density function under a (positively) associated sample by using the blockwise technique. It is shown that the blockwise empirical likelihood (EL) ratio statistic is asymptotically chi(2)-type distributed. The result is used to obtain EL-based confidence interval for the probability density function. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：1516 / 1524

页数：9

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