Modified likelihood ratio test for homogeneity in bivariate normal mixtures with presence of a structural parameter

Modified likelihood ratio test for homogeneity in bivariate normal mixtures with presence of a structural parameter

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摘要 This paper investigates the asymptotic properties of the modified likelihood ratio statistic for testing homogeneity in bivariate normal mixture models with an unknown structural parameter. It is shown that the modified likelihood ratio statistic has χ22 null limiting distribution. This paper investigates the asymptotic properties of the modified likelihood ratio statistic for testing homogeneity in bivariate normal mixture models with an unknown structural parameter. It is shown that the modified likelihood ratio statistic has χ 2 2 null limiting distribution.

作者 QIN YongSong LEI QingZhu

机构地区 School of Mathematical Sciences

出处《Science China Mathematics》 SCIE 2008年第10期1871-1882,共12页 中国科学：数学（英文版）

基金 the National Natural Science Foundation of China (Grant No. 10661003) the Natural Science Foundation of Guangxi (Grant No. 0728092) SRF for ROCS, SEM (Grant No. [2004]527)

关键词 MIXTURE model modified LIKELIHOOD ratio test ASYMPTOTIC distribution mixture model modified likelihood ratio test asymptotic distribution 62F03 62F05

分类号 O212 [理学—概率论与数理统计]

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参考文献10

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Science China Mathematics

2008年第10期

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Modified likelihood ratio test for homogeneity in bivariate normal mixtures with presence of a structural parameter

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