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Empirical likelihood confidence intervals for distribution functions under negatively associated samples. (English) Zbl 1279.62109
Summary: We discuss the construction of the confidence intervals for distribution functions under negatively associated samples. It is shown that the blockwise empirical likelihood (EL) ratio statistic for a distribution function is asymptotically \(\chi^2\)-type distributed. The result is used to obtain an EL-based confidence interval for the distribution function.
MSC:
62G15 Nonparametric tolerance and confidence regions
62G05 Nonparametric estimation
62E20 Asymptotic distribution theory in statistics
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