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Empirical Likelihood Confidence Intervals for the Difference of Two Quantiles with Right Censoring

In this thesis, we study two independent samples under right censoring. Using a smoothed empirical likelihood method, we investigate the difference of quantiles in the two samples and construct the pointwise confidence intervals from it as well. The empirical log-likelihood ratio is proposed and its asymptotic limit is shown as a chi-squared distribution. In the simulation studies, in terms of coverage accuracy and average length of confidence intervals, we compare the empirical likelihood and the normal approximation method. It is concluded that the empirical likelihood method has a better performance. At last, a real clinical trial data is used for the purpose of illustration. Numerical examples to illustrate the efficacy of the method are presented.

Identiferoai:union.ndltd.org:GEORGIA/oai:digitalarchive.gsu.edu:math_theses-1063
Date21 November 2008
CreatorsYau, Crystal Cho Ying
PublisherDigital Archive @ GSU
Source SetsGeorgia State University
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceMathematics Theses

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