| 具有随机右删失随机变量分位数的经验似然推断 |
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| 引用本文： | 刘常胜,李永献.具有随机右删失随机变量分位数的经验似然推断[J].数学杂志,2014,34(5):849-855. |
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| 作者姓名： | 刘常胜 李永献 |
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| 作者单位： | 河南城建学院数理系; |
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| 基金项目： | Supported by Science and Technology Project of Henan Province(112300410191) |
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| 摘 要： | 本文研究了具有随机右删失随机变量分位数的置信域的构造.利用经验似然和截尾值估算相结合的方法,给出了分位数的对数经验似然比统计量,在较少的条件下证明了该统计量的极限分布为自由度为1的x~2分布.使得完全数据下的分位数的经验似然推断方法应用到非完全数据中.
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| 关 键 词： | 经验似然 右删失 置信区间 x~分布 |
| 收稿时间： | 2012/8/31 0:00:00 |
| 修稿时间： | 2013/6/4 0:00:00 |
EMPIRICAL LIKELIHOOD INFERENCE FOR QUANTILES WITH RANDOM RIGHT CENSORED DATA |
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| LIU Chang-sheng and LI Yong-xian.EMPIRICAL LIKELIHOOD INFERENCE FOR QUANTILES WITH RANDOM RIGHT CENSORED DATA[J].Journal of Mathematics,2014,34(5):849-855. |
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| Authors: | LIU Chang-sheng and LI Yong-xian |
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| Institution: | Department of Mathematics and Physics, Henan University of Urban Construction, Pingdingshan 467036, China and Department of Mathematics and Physics, Henan University of Urban Construction, Pingdingshan 467036, China |
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| Abstract: | This paper studies the construction of confidence region for quantiles with random right censored variables. By combining empirical likelihood method and censored values estimation method, we obtain an empirical log-likelihood ratio statistics about quantiles. In weaker conditions, that the limiting distribution of the statistics is Chi-square distribution with one degree of freedom is proved. The makes the inference of empirical likelihood for quantiles from complete data to incomplete data. |
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| Keywords: | empirical likelihood right censored confidence interval Chi-square distribution |
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