Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147044 | Journal of Multivariate Analysis | 2006 | 18 Pages |
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