Advances and Applications in Statistics
Volume 4, Issue 2, Pages 167 - 180
(August 2004)
|
|
EMPIRICAL LIKELIHOOD RATIO CONFIDENCE INTERVAL FOR THE WINSORIZED MEAN
Gengsheng Qin (U. S. A.), Min Tsao (Canada) and Yu-Sheng Hsu (U. S. A.)
|
Abstract: We
define empirical likelihood ratio for the
Winsorized mean and show that the limiting
distribution of the log-likelihood ratio is a
scaled Chi-square distribution. The limiting
distribution is used to construct empirical
likelihood ratio confidence interval for the
Winsorized mean. We provide simulation results
which show that the empirical likelihood ratio
confidence interval is more accurate than the
normal approximation based interval for small
to moderately large sample sizes. |
Keywords and phrases: confidence interval, empirical likelihood method, Winsorized mean. |
|
Number of Downloads: 369 | Number of Views: 1244 |
|