A comparison of recent procedures in Weibull mixture testing

Abstract. The paper considers recent approaches to testing homogeneity in a finite mixture model, the modified likelihood ratio test (MLRT) of Chen et al. (2001) and the D-tests of Charnigo and Sun (2004). They are adapted to Weibull mixtures with and without a Weibull-to-exponential transformation of the data. Critical quantiles are calculated by simulation. To cope with the dependency of quantiles on the unknown shape parameter, corrected D-statistics are introduced. The power of these tests is compared with that of the ADDS test by Mosler and Scheicher (2007).