Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150432 | Journal of Statistical Planning and Inference | 2009 | 14 Pages |
Abstract
This paper investigates the asymptotic properties of the likelihood ratio statistics for testing homogeneity in normal mixture models with unknown means and variances. The asymptotic null distribution of the ordinary likelihood ratio statistic is Ï22 under the conditions that the means are bounded, the variances are in a compact space away from 0 and â, and the mixture coefficients are away from 0. The asymptotic null distribution of a modified likelihood ratio statistic is also Ï22 under the conditions that the means are bounded, and the variances are in a compact space away from 0 and â.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yongsong Qin, Bruce Smith, Qingzhu Lei,