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# Questions tagged [empirical-likelihood]

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### 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 ...
57 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 ...
18 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 ...
20 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 ...
122 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 ...
49 views

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### 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 ...
87 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 ...
233 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 ...
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 ...
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?