The likelihood ratio test for homogeneity in bivariate normal mixtures |
| |
| Authors: | Yong Song Qin Bruce Smith |
| |
| Affiliation: | a Department of Mathematics and Statistics, Dalhousie University, Halifax, NS Canada B3H 3J5
b Department of Mathematics, Guangxi Normal University, Guilin, Guangxi 541004, China |
| |
| 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. |
| |
| Keywords: | 62H15 62E20 62H10 |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
