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One-side Hypothesis Testing Problem Based On Empirical Likelihood

Posted on:2008-02-21Degree:MasterType:Thesis
Country:ChinaCandidate:Y C FanFull Text:PDF
GTID:2120360215478822Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
In this paper, we consider a one-side hypothesis testing problem H10 :μ=μ0 vs H11:μ>μ0; H20:μ≥μ0 vs H21 :μ<μ0 for the population meanμby the method of empirical likelihood, and present the asymptotic distribution of the statistic of nonparametric likelihood ratio under the null hypothesis,respectively. Our simulations show that the powers of the statistic of nonparametric likelihood ratio are much lager than those of Wilcoxon's rank statistic.
Keywords/Search Tags:Kuhn-Tucker Theorem, empirical likelihood, asymptotic distribution, simulation
PDF Full Text Request
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