| 有限混合模型有限制Log极大似然比统计量的极限分布 |
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| 引用本文： | 陈家骅,成平.有限混合模型有限制Log极大似然比统计量的极限分布[J].应用概率统计,2000,16(2):159-167. |
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| 作者姓名： | 陈家骅 成平 |
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| 作者单位： | 1. 滑铁卢大学统计与精算系
2. 中国科学院系统科学研究所北京 100080 |
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| 基金项目： | The research is supported
by the Natural Sciences and Engineering Research Council of Canada. |
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| 摘 要： | 有限混合模型的Log极大似然比统计量极限分布不是平常x2分布,1985年已为Hartigan指出.在这篇文章我们限制了混合比大于一正数下,讨论了两个含单个未知参数混合模型的Log极大似然比统计量的极限分布,它是零与x2分布的混合分布.
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| 关 键 词： | 有限混合模型 极限分布 Log极大似然比统计量 |
| 修稿时间： | 1998年7月5日 |
The Limiting Distribution of the Restricted Likelihood Ratio Statistic for Finite Mixture Models |
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| CHEN JIAHUA.The Limiting Distribution of the Restricted Likelihood Ratio Statistic for Finite Mixture Models[J].Chinese Journal of Applied Probability and Statisties,2000,16(2):159-167. |
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| Authors: | CHEN JIAHUA |
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| Abstract: | The limiting distribution of the likelihood ratio statistic for finite mixture models is not the usual chisquare (Hartigan 1985). In this paper, we study the limiting distribution under the assumption that the weights of mixture components are larger than a positive number. It is found that the limiting distribution of the new statistic becomes a mixture of chisquares. Simulation study suggests that this limiting distribution approximates the finite sample distribution with reasonably precision. |
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| Keywords: | likelihood ratio mixture model number of components |
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