Stack Exchange Network

Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

Questions tagged [empirical-likelihood]

The tag has no usage guidance.

0
votes
0answers
20 views

Get posterior distribution of categorical variable given empirical continuous-categorical priors?

Suppose I have categorical variable $Z \in D$ defined for some finite domain $D$. I also have a continuous variable $X \in \mathbb{R}$ which is observed. From historical data samples I have the ...
3
votes
1answer
56 views

Use MLEs to choose the 'most likely' from a set of distributions?

Would it be valid to choose a probability distribution for assumptions based on the actual maximum likelihood of various distributions derived from MLE estimates? For example, suppose I find MLE ...
0
votes
0answers
14 views

Empirical likelihood estimating equation

The objective in empirical likelihood (Owen's slides) is to estimate the components of the likelihood from data rather than specifying them a priori. Hence the likelihood is 'empirical' as opposed to ...
0
votes
0answers
19 views

Can negative of empirical second derivative of the log likelihood with respect to the parameters not be semi-positive definite?

This is the empirical Fischer Information. Also consider the outer product with itself of the first derivative of the log likelihood with respect to the parameters. This will always be semi-negative ...
0
votes
1answer
101 views

How to correlate statistics empirical rule to P value?

I have data from 2 tools which indicate performance, golden tool and new tool. I can calculate mean value and standard deviation value for each of these 2 samples. I want to quantify if the new tool ...
1
vote
0answers
40 views

How to kernalize a logistic loss based regularized ERM optimization problem?

Given $\{\mathbf{x}_i,y_i\}, i=1,\ldots,m$, consider the following optimization problem: $\min\limits_{\mathbf{w},b} \sum\limits_{i=1}^{m}\log(1+\exp(-y_i(\mathbf{w^Tx_i} + b)))$ $+\lambda|| \mathbf{...
2
votes
2answers
3k views

Empirical PDF from Empirical CDF

Suppose I do an experiment $N$ times and get a vector $X$ of results. Let $C_X(y)$ be the empirical cumulative distribution function of $X$. Suppose $X$ is sorted so that $x_1 \leq x_2 \cdots \leq ...
1
vote
0answers
72 views

Given two empirical distribution A and B, how to setup a hypothesis test to test if a new data point is from distribution A?

I have two empirical distribution A and B (i.e. two continuous datasets in $\mathcal{R}$) and I am trying to set up a hypothesis test to test if a new data point is from distribution A. Naturally ...
4
votes
0answers
83 views

Understand the empirical likelihood

When I read the talk notes by Owen about empirical likelihood, http://www.ms.uky.edu/~mai/sta709/Owen2005.pdf I am confused about the solve of solution when I read the page 24. Let's say we want to ...
2
votes
0answers
224 views

JuliaOpt Empirical Likelihood Estimation

I am trying to perform an empirical likelihood estimation in a regression setting using JuliaOpt (Convex or JuMP) and ran into difficulties using either API. The problem: Empirical likelihood for ...
1
vote
0answers
44 views

Calculate p-values based on many distributions without knowing which the test statistic is from

I have many (20) normal distributions of the probability of a certain event occurring. Each of these 20 has n>1000.I have an observed proportion from a separate sample that I want to compare to ...
0
votes
1answer
158 views

Is it necessary to correct the d-statistic for measurement error while doing a meta-analysis? [closed]

Hunter, Schmift snd jackson advocate its correction for measurement error. Is it always necessary? can we do it without correcting such effect sizes?
1
vote
0answers
163 views

Maximum Likelihood question

I need to obtain the functional (i.e.: statistic obtained from the empirical distribution function) associated to the most powerful test to contrast $H_0: f_o$ vs. $H_1: f_1$, using a sample of size $...
3
votes
2answers
1k views

Empirical Likelihood estimation in R [closed]

I'm new to Empirical Likelihood Estimation. I'm trying to find an example of how to find the empirical likelihood estimate of a univariate mean $\mu$ using the ...
28
votes
3answers
3k views

What are some illustrative applications of empirical likelihood?

I have heard of Owen's empirical likelihood, but until recently paid it no heed until I came across it in a paper of interest (Mengersen et al. 2012). In my efforts to understand it, I have gleaned ...