广西师范大学学报（自然科学版） ›› 2012, Vol. 30 ›› Issue (3): 22-29.

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负相协样本多维边际密度的经验似然推断

秦永松, 杨翠莲   

  1. 广西师范大学数学科学学院,广西桂林541004
  • 收稿日期:2012-05-19 出版日期:2012-09-20 发布日期:2018-12-04
  • 通讯作者: 秦永松(1964—),男,湖北鄂州人,广西师范大学教授,博士。E-mail:ysqin@mailbox.gxnu.edu.cn
  • 作者简介:秦永松,男,汉族,1964年6月生,1997年毕业于中国科学技术大学,获理学博士学位,现任广西师范大学数学科学学院副院长、教授、硕士研究生导师,兼任广西师范大学应用数学研究所所长、中国现场统计研究会理事、中国现场统计研究会资源与环境分会常务理事、中国现场统计研究会生存分析分会理事等职。
  • 基金资助:
    国家自然科学基金资助项目(10971038);广西科学基金资助项目(2010GXNSFA013117)

Empirical Likelihood for Marginal Joint Probability Density Functions of a Negatively Associated Sample

QIN Yong-song, YANG Cui-lian   

  1. College of Mathematical Sciences,Guangxi Normal University,Guilin Guangxi 541004,China
  • Received:2012-05-19 Online:2012-09-20 Published:2018-12-04

摘要： 研究负相协样本多维边际密度函数的经验似然置信区间的构造,证明了负相协样本多维边际密度函数的分组经验似然比统计量的极限分布为卡方分布,由此结果可构造多维边际密度函数的经验似然置信区间。

关键词: 边际密度函数, 分组经验似然, 负相协样本, 置信区间

Abstract: This paper studies the construction of confidenceintervals for the marginal joint probability density functions of a negatively associated (NA) sample by are studied using the blockwise technique.It is shows that the blockwise empiricallikelihood (EL) ratio statistic is asymptotically χ2-type distributed,which is used to obtain EL-based confidence interval for the probability densityfunctions.

Key words: marginal probability density function, blockwise empirical likelihood, negatively associated sample, confidence interval

中图分类号: 

  • O212.7
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