ABSTRACT
In this article, the author focus on the simple and yet very important case of making inference on the difference of two population means using the empirical likelihood approach of two-sample compound Poisson process. It is shown that the log empirical likelihood ratio statistic for the difference of two population means converges in distribution to as
. The simulation results show that the empirical likelihood ratio method is applicable.
Disclosure statement
No potential conflict of interest was reported by the author.