利用分块技术证明了α混合样本下含附加信息时概率密度函数的经验似然比统计量的渐近分布是χ~2_1分布,由此得到了概率密度函数的经验似然置信区间。
In this paper, it is proved that the empirical likelihood(EL) ratio statistic for probability density functions in presence of auxiliary information under a strong mixing sample is asymptotically Z1^2 -type distributed by using the blockwise technique. The result is used to obtain EL based confidence interval on the probability density function.