A Modified Likelihood Ratio Test For Homogeneity in Finite Mixture Models

سال انتشار:

1379

نوع سند:

مقاله کنفرانسی

زبان:

انگلیسی

مشاهده:

1,754

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شناسه ملی سند علمی:

ISC05_001

تاریخ نمایه سازی: 14 دی 1388

چکیده مقاله:

Testing for homogeneity in finite mixture models has been investigated recently by many authors. It has been recognized that the asymptotic null distribution of the likelihood ratio test (LRT) is very complex and difficult to implement. In this paper, we propose a modified LRT for homogeneity in the finite mixture models with a general parametric kernel distribution family. The modified LRT enjoys the simple X2- type null limiting distribution and is asymptotically most powerfull under the local alternative models. The modified LRT is found is simulations to perform better than the C(a) test, the bootstrap test and Davies’ method. The empirical sampling study also reveals that the limiting distribution with some adjustment can satisfactorily approximate the quantiles of the test statistic even at a moderate sample size.

نویسندگان

Hanfeng Chen

Dept. of Math. & Stat., Bowling Green State University, Bowling Green, OH ۴۳۴۰۳-۰۲۲۱, U.S.A.

Jiahua Chen

Dept. of Math. & Stat., Bowling Green State University, Bowling Green, OH ۴۳۴۰۳-۰۲۲۱, U.S.A.

John D.Kalbfleisch

Dept: of Statistics, University of Waterloo, Waterloo, ON N۲۱ ۳G۱, Canada.