Test for homogeneity in gamma mixture models using likelihood ratio
نویسندگان
چکیده
منابع مشابه
Test for homogeneity in gamma mixture models using likelihood ratio
A testing problem of homogeneity in gamma mixture models is studied. It is found that there is a proportion of the penalized likelihood ratio test statistic that degenerates to zero. The limiting distribution of this statistic is found to be the chi-bar-square distributions. The degeneration is due to the negative-definiteness of a complicated random matrix, depending on the shape parameter und...
متن کاملA Modified Likelihood Ratio Test for Homogeneity in Finite Mixture Models
Testing for homogeneity in finite mixture models has been investigated by many authors. The asymptotic null distribution of the likelihood ratio test (LRT) is very complex and difficult to use in practice. In this paper we propose a modified LRT for homogeneity in finite mixture models with a general parametric kernel distribution family. The modified LRT has a χ2-type null limiting distributio...
متن کاملModified likelihood ratio test for homogeneity in a mixture of von Mises distributions
Directional data are often collected in applications such as in genetics, geology and astrolomy. One particular statistical problem of interest is whether the data are from a mixture of two von Mises distributions or a single von Mises distribution. Motivating examples including a DNA microarray experiment where it is suggested that a proportion of circadian genes have systematically different ...
متن کاملThe likelihood ratio test for homogene- ity in the finite mixture models
The authors study the asymptotic behaviour of the likelihood ratio statistic for testing homogeneity in the finite mixture models of a general parametric distribution family. They prove that the limiting distribution of this statistic is the squared supremum of a truncated standard Gaussian process. The autocorrelation function of the Gaussian process is explicitly presented. A re-sampling proc...
متن کاملTesting for homogeneity in mixture models
Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be interpreted as C(α) tests, as in Neyman (1959), and shown to be locally, asymptotically optimal. A unified approach to analysing the asymptotic behavior of suc...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2014
ISSN: 0167-9473
DOI: 10.1016/j.csda.2013.09.001