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Название: Power Comparison of Empirical Likelihood Ratio Tests: Small Sample Properties through Monte Carlo Studies
Автор: Hisashi Tanizaki
There 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.