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A Density-Based Empirical Likelihood Ratio Approach for Goodness-of-fit Tests in Decreasing Densities

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In this paper, we propose a test for the null hypothesis that a decreasing density function belongs to a given parametric family of distribution functions against the non-parametric alternative. This… Click to show full abstract

In this paper, we propose a test for the null hypothesis that a decreasing density function belongs to a given parametric family of distribution functions against the non-parametric alternative. This method, which is based on an empirical likelihood (EL) ratio statistic, is similar to the test introduced by Vexler and Gurevich [23]. The consistency of the test statistic proposed is derived under the null and alternative hypotheses. A simulation study is conducted to inspect the power of the proposed test under various decreasing alternatives. In each scenario, the critical region of the test is obtained using a Monte Carlo technique. The applicability of the proposed test in practice is demonstrated through a few real data examples.

Keywords: likelihood ratio; density; empirical likelihood; based empirical; test

Journal Title: Statistics, Optimization and Information Computing
Year Published: 2020

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