Article ID Journal Published Year Pages File Type
1147044 Journal of Multivariate Analysis 2006 18 Pages PDF
Abstract

This paper investigates the asymptotic properties of the likelihood ratio statistic for testing homogeneity in a bivariate normal mixture model with known covariance. The asymptotic null distributions of the likelihood ratio statistic and a modified likelihood ratio statistic are obtained in explicit form. The distributions are identical. The results of a small simulation study to approximate the null distribution are presented.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis