Testing Homogeneity in a Semiparametric Two-Sample Problem
Joint Authors
Fu, Yuejiao
Li, Pengfei
Liu, Yukun
Source
Journal of Probability and Statistics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-15, 15 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-04-01
Country of Publication
Egypt
No. of Pages
15
Main Subjects
Abstract EN
We study a two-sample homogeneity testing problem, in which one sample comes from a population with density f(x) and the other is from a mixture population with mixture density (1−λ)f(x)+λg(x).
This problem arises naturally from many statistical applications such as test for partial differential gene expression in microarray study or genetic studies for gene mutation.
Under the semiparametric assumption g(x)=f(x)eα+βx, a penalized empirical likelihood ratio test could be constructed, but its implementation is hindered by the fact that there is neither feasible algorithm for computing the test statistic nor available research results on its theoretical properties.
To circumvent these difficulties, we propose an EM test based on the penalized empirical likelihood.
We prove that the EM test has a simple chi-square limiting distribution, and we also demonstrate its competitive testing performances by simulations.
A real-data example is used to illustrate the proposed methodology.
American Psychological Association (APA)
Liu, Yukun& Li, Pengfei& Fu, Yuejiao. 2012. Testing Homogeneity in a Semiparametric Two-Sample Problem. Journal of Probability and Statistics،Vol. 2012, no. 2012, pp.1-15.
https://search.emarefa.net/detail/BIM-479620
Modern Language Association (MLA)
Liu, Yukun…[et al.]. Testing Homogeneity in a Semiparametric Two-Sample Problem. Journal of Probability and Statistics No. 2012 (2012), pp.1-15.
https://search.emarefa.net/detail/BIM-479620
American Medical Association (AMA)
Liu, Yukun& Li, Pengfei& Fu, Yuejiao. Testing Homogeneity in a Semiparametric Two-Sample Problem. Journal of Probability and Statistics. 2012. Vol. 2012, no. 2012, pp.1-15.
https://search.emarefa.net/detail/BIM-479620
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-479620