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Title page for ETD etd-11202008-184911


Type of Document Master's Thesis
Author Yau, Crystal Cho Ying
Author's Email Address cyau1@student.gsu.edu
URN etd-11202008-184911
Title EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR THE DIFFERENCE OF TWO QUANTILES WITH RIGHT CENSORING
Degree Master of Science
Department Mathematics and Statistics
Advisory Committee
Advisor Name Title
Dr. Yichuan Zhao Committee Chair
Dr. Jiawei Liu Committee Member
Dr. Xu Zhang Committee Member
Dr. Yu-Sheng Hsu Committee Member
Keywords
  • Censored data
  • Difference of quantiles
  • Smoothed empirical likelihood
  • Confidence interval
Date of Defense 2008-11-18
Availability restricted
Abstract
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.

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