Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10525471 | Journal of Statistical Planning and Inference | 2005 | 26 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Bernard Garel,