摘要
在NA样本下，本文研究了基于递推型估计的概率密度函数的置信区间的构造，证明了分块经验似然比统计量的极限分布为x2分布，并利用此结果构造了概率密度函数的经验似然置信区间．
In this paper, we study the construction of confidence intervals for a probability density func- tion under a negatively associated （NA） sample based on recursive estimators. It is shown that the blockwise empirical likelihood （EL） ratio statistic is asymptotically x2-type distributed, which is used to obtain EL-based confidence interval for the probability density function.
出处
《应用概率统计》
CSCD
北大核心
2012年第4期356-366,共11页
Chinese Journal of Applied Probability and Statistics
基金
Supported by the National Natural Science Foundation of China (1101007)
the Natural Science Foundation of Guangxi (2010 GXNSFA 013117)
关键词
NA样本
概率密度函数
递推型估计
分块经验似然
置信区间.
NA sample, probability density function, recursive estimator, blockwise empir-ical likelihood, confidence interval.
