Article ID Journal Published Year Pages File Type
1147952 Journal of Statistical Planning and Inference 2012 9 Pages PDF
Abstract

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-typeχ2-type distributed. The result is used to obtain EL-based confidence interval for the probability density function.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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