Spring 2015
Seminars are held on Thursdays in Cullimore Hall. For questions about the seminar schedule, please contact Antai Wang.
Date: February 5, 2015
Speaker: Hammou Elbarmi
Department of Statistics and CIS, Baruch College,
The City University of New York
Title: "Testing for Uniform Stochastic Ordering via Empirical Likelihood"
Abstract:
In this talk, I will develop an empirical likelihood approach to testing for the presence of uniform stochastic ordering (or hazard rate ordering) among univariate distributions based on independent random samples from each distribution. The proposed test statistic is formed by integrating a localized empirical likelihood statistic with respect to the empirical distribution of the pooled sample. The asymptotic null distribution of this test statistic is found to have a simple distribution-free representation in terms of standard Brownian motion. An example will be used to illustrate the test procedure (This is joint work with Ian McKeague, Columbia University).