Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153417 | Statistics & Probability Letters | 2008 | 9 Pages |
Abstract
We apply empirical likelihood method to constructing confidence regions for the difference of the means of two d -dimensional samples. It is shown that the empirical likelihood ratio test has an asymptotic chi-squared distribution. The Bartlett correction for the univariate case (d=1)(d=1) has been investigated by Jing [1995. Two-sample empirical likelihood method. Statist. Probab. Lett. 24, 315–319]. Unfortunately, the Bartlett correction obtained in that article was incorrect. In this article the correct Bartlett correction is found and its effectiveness is shown by a simulation study.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yukun Liu, Changliang Zou, Runchu Zhang,