Confidence intervals for probability density functions under associated samples

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 χ²-type${\chi }^2\mathrm{-}\mathrm{type}$ distributed. The result is used to obtain EL-based confidence interval for the probability density function.