CBRC Seminar I Testing for Equality of Distributions Using Empirical Likelihood Approach

Nov 01 2017 02:00 PM - Nov 01 2017 03:00 PM

Abstract:

The comparison of multivariate populations has been involved in many fields. For example, in testing the efficiency of a new cure, we would compare it with the usual treatment. In this work, we investigate the problem of testing the equality of distribution of two populations. We combine the characteristic functions and empirical likelihood approach. It has been proved that the test statistic tends to a chi-square distribution. Simulation studies are presented to study finite-sample performance of our method. A real data set is analyzed to illustrate our method.

Biography: 

Dr. Zhi LIU  obtained his PhD in Statistics from The Hong Kong University of Science and Technology in 2011. Before joining the Department of Mathematic of University of Macau as Assistant Professor in August 2012, he served as Assistant Professor in Economics at the Xiamen University, China, from September 2011 to July 2012. His current research interests include High Dimensional Statistics, Financial Econometrics, Levy processes, Bioinformatics, etc.