Date of Award
Summer 7-15-2013
Degree Type
Thesis
Degree Name
Master of Science (MS)
Department
Mathematics and Statistics
First Advisor
Yichuan Zhao
Abstract
In statistics it is of interest to find a better interval estimator of the absolute mean deviation. In this thesis, we focus on using the jackknife, the adjusted and the extended jackknife empirical likelihood methods to construct confidence intervals for the mean absolute deviation of a random variable. The empirical log-likelihood ratio statistics is derived whose asymptotic distribution is a standard chi-square distribution. The results of simulation study show the comparison of the average length and coverage probability by using jackknife empirical likelihood methods and normal approximation method. The proposed adjusted and extended jackknife empirical likelihood methods perform better than other methods for symmetric and skewed distributions. We use real data sets to illustrate the proposed jackknife empirical likelihood methods.
DOI
https://doi.org/10.57709/4329986
Recommended Citation
meng, xueping, "Jackknife Empirical Likelihood Inference for the Absolute Mean Deviation." Thesis, Georgia State University, 2013.
doi: https://doi.org/10.57709/4329986