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Jackknife empirical likelihood based inference for probability weighted moments
Journal of the Korean Statistical Society ( IF 0.6 ) Pub Date : 2020-03-11 , DOI: 10.1007/s42952-020-00062-9
Deepesh Bhati , Sudheesh K. Kattumannil , N. Sreelakshmi

We discuss jackknife empirical likelihood (JEL) and adjusted jackknife empirical likelihood (AJEL) based inference for finding confidence intervals for probability weighted moment (PWM). We obtain the asymptotic distribution of the JEL ratio and AJEL ratio statistics. We compare the performance of the proposed confidence intervals with recently developed methods in terms of coverage probability and average width. We also develop JEL and AJEL based tests for PWM and study its properties. Finally we illustrate our method using rainfall data of Indian states.



中文翻译:

基于Jackknife基于经验似然的概率加权矩推断

我们讨论了折刀经验似然(JEL)和基于调整后的折刀经验似然(AJEL)的推理,以找到概率加权矩(PWM)的置信区间。我们获得了JEL比和AJEL比统计量的渐近分布。我们将覆盖范围概率和平均宽度方面的建议置信区间的性能与最近开发的方法进行比较。我们还开发了基于JEL和AJEL的PWM测试并研究其性能。最后,我们使用印度各州的降雨数据来说明我们的方法。

更新日期:2020-03-11
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