Jackknife empirical likelihood based inference for probability weighted moments

We discuss jackknife empirical likelihood (JEL) and adjusted jackknife empirical likelihood (AJEL) based inference for finding confidence intervals for probability weighted moment (PWM). We obtain the asymptotic distribution of the JEL ratio and AJEL ratio statistics. We compare the performance of t...

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Bibliographic Details
Published in:Journal of the Korean Statistical Society 2021, 50(1), , pp.98-116
Main Authors: Bhati, Deepesh, Kattumannil, Sudheesh K., Sreelakshmi, N.
Format: Article
Language:English
Subjects:
Applied Statistics
Bayesian Inference
Mathematics and Statistics
Research Article
Statistical Theory and Methods
Statistics
Statistics and Computing/Statistics Programs
통계학
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Summary:We discuss jackknife empirical likelihood (JEL) and adjusted jackknife empirical likelihood (AJEL) based inference for finding confidence intervals for probability weighted moment (PWM). We obtain the asymptotic distribution of the JEL ratio and AJEL ratio statistics. We compare the performance of the proposed confidence intervals with recently developed methods in terms of coverage probability and average width. We also develop JEL and AJEL based tests for PWM and study its properties. Finally we illustrate our method using rainfall data of Indian states.
ISSN:1226-3192
2005-2863
DOI:10.1007/s42952-020-00062-9