POWER COMPARISON OF EMPIRICAL LIKELIHOOD RATIO TESTS: SMALL SAMPLE PROPERTIES THROUGH MONTE CARLO STUDIES*
Hisashi Tanizaki · Institutional Repositories DataBase (IRDB) · 2004
By HISASHI TANIZAKIThere are various kinds of nonparametric tests.In this paper, we consider testing population mean, using the empirical likelihood ratio test.The empirical likelihood ratio test is useful in a large sample, but it has size distortion in a small sample.For size correction, various corrections have been considered.Here, we utilize the Bartlett correction and the bootstrap method.The purpose of this paper is to compare the t test and the empirical likelihood ratio tests with respect to the sample power as well as the empirical size through Monte Carlo experiments.