کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10525471 958001 2005 26 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Asymptotic theory of the likelihood ratio test for the identification of a mixture
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Asymptotic theory of the likelihood ratio test for the identification of a mixture
چکیده انگلیسی
The problems that arise when using the likelihood ratio test for the identification of a mixture distribution are well known: non-identifiability of the parameters and null hypothesis corresponding to a boundary point of the parameter space. In their approach to the problem of testing homogeneity against a mixture with two components, Ghosh and Sen took into account these specific problems. Under general assumptions, they obtained the asymptotic distribution of the likelihood ratio test statistic. However, their result requires a separation condition which is not completely satisfactory. We show that it is possible to remove this condition with assumptions which involve the second derivatives of the density only.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 131, Issue 2, 1 May 2005, Pages 271-296
نویسندگان
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