The likelihood ratio test for homogeneity in bivariate normal mixtures
The likelihood ratio test for homogeneity in bivariate normal mixtures
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DOI：
10.1016/j.jmva.2005.03.011
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发表时间：
2006-02
影响因子：
1.6
通讯作者：
Yongsong Qin;Bruce Smith
中科院分区：
文献类型：
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作者：
Yongsong Qin;Bruce Smith
本文研究了已知协方差的二元正态混合模型中检验齐性的似然比统计量的渐近性质。以显式形式得到了似然比统计量和修正似然比统计量的渐近零分布。分布是相同的。本文给出了一个近似零分布的小型模拟研究结果。
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.