相协样本下密度函数在有限个点处的联合经验似然置信域

摘要

In this paper,we consider to apply the empirical likelihood method to a probability density function under an associated sample. It is shown that the empirical likelihood ratio statistic is asymptotically χ2-type distributed under some mild conditions. The result is used to construct empirical likelihood-based empirical likelihood on the probability density function.%研究相协样本下密度函数在有限个不同点上的联合经验似然置信域的构造，证明了相协样本下密度函数在r个不同点上的联合经验似然比统计量的极限分布为χr2，由此结果构造密度函数在r个不同点上的联合经验似然置信域。