Empirical Likelihood Intervals for the Difference of Two Quantile Functions with Right Censoring
Yichuan
Zhao
Thursday, October 8, 2009 - 3:30pm

In this talk, 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 standard chi-squared distribution. In the simulation studies, we compare the empirical likelihood method and the normal approximation method in terms of coverage accuracy and average length of confidence intervals. It is concluded that the proposed empirical likelihood method has a better performance. Finally, a real clinical trial data is used for the purpose of illustration.