Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples

Author: Li Yufang   Qin Yongsong  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.42, Iss.23, 2013-12, pp. : 4357-4364

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Abstract

In this article, we discuss the construction of the confidence intervals for distribution functions under negatively associated samples. It is shown that the blockwise empirical likelihood (EL) ratio statistic for a distribution function is asymptotically χ2-type distributed. The result is used to obtain an EL-based confidence interval for the distribution function.