Empirical likelihood for probability density functions under negatively associated samples |
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Authors: | Yongsong Qin Yinghua LiQingzhu Lei |
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Affiliation: | School of Mathematical Sciences, Guangxi Normal University, Guilin, Guangxi 541004, China |
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Abstract: | In this paper, we study the construction of confidence intervals for a probability density function under a negatively associated sample by using the blockwise technique. It is shown that the blockwise empirical likelihood (EL) ratio statistic is asymptotically χ2‐type distributed. The result is used to obtain EL based confidence interval on the probability density function. |
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Keywords: | Probability density function Blockwise empirical likelihood Negatively associated sample Confidence interval |
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