The likelihood ratio test for homogene- ity in the finite mixture models
نویسندگان
چکیده
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 procedure is recommended to obtain the asymptotic p-value. Three kernel functions, normal, binomial and Poisson, are used in a simulation study which illustrates the procedure.
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