A test for equality of two distributions via integrating characteristic functions
报告人:周望
报告地点:数学与统计学院403室
报告时间:2017年07月21日星期五15:00-16:00
邀请人:
报告摘要:
In this talk we will discuss the problem of testing the equality of two distributions by integrating the square norm of the difference between two corresponding empirical characteristic functions over a symmetric interval. This results in a linear combination of three different $U$-statistics. So the original testing problem is reduced to testing whether this linear combination is zero or not. Naturally we apply the jackknife empirical likelihood (JEL) method to the new hypothesis testing problem. It has been proved that, under multivariate case, the log JEL statistic after scaling tends to a chi square distribution with degree of freedom 1. Simulation studies are presented to study finite-sample performance of our method. This work is joint with Liu Yiming and Liu Zhi.
主讲人简介:
2004年7月在新加坡国立大学统计系任教,并于2009年1月获终身教授。现为新加坡国立大学正教授。 主要研究方向为: random matrices, SLE, high dimensional statistics. 近年来发表有较高学术水平的论文四十多篇,其中在概率统计学方面的国际顶尖杂志Ann. Stat., JASA, Ann. Prob., PTRF, Ann. Appl. Prob.上发表论文十余篇。2012年在新加坡国立大学获得“杰出科学家奖”。