复旦统计学系系列讲座之252期

　　时间：2017年2月22日（星期三）下午15:00—16:00

　　地点：史带楼302室

　　主持人：张新生 教授 复旦大学管理学院统计学系

　　主题：A test for equality of two distributions via integrating characteristic functions

　　主讲人：Professor Wang Zhou

　　Department of Statistics and Applied Probability, National University of Singapore

　　摘要：In this talk we will discuss the problem of testing the equality of two distributions by integrating the square norm of the difference between two corresponding empirical characteristic functions over a symmetric interval. This results in a linear combination of three different U-statistics. So the original testing problem is reduced to testing whether this linear combination is zero or not. Naturally we apply the jackknife empirical likelihood (JEL) method to the new hypothesis testing problem. It has been proved that, under multivariate case, the log JEL statistic after scaling tends to a chi square distribution with degree of freedom 1. Simulation studies are presented to study finite-sample performance of our method.

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