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报告题目：A test for equality of two distributions via integrating characteristic functions
报 告 人：周望  教授 （新加坡国立大学）
报告时间：2017年11月27日 （星期一） 上午9:00-10:00
邀 请 人：王绍臣  博士
报告地点：四号楼4318室

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                                                                      数学学院
                                                                  2017年11月23日

 
报告摘要: In this paper, we investigate the problem of testing the equality of two distributions by integrating the squared norm of the difference between two corresponding empirical characteristic functions. 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. 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 assess the finite-sample performance of our method.