Smooth Tests of Fit for Finite Mixture Distributions
نویسندگان
چکیده
Mixture distributions have become a very flexible and common class of distributions, used in many different applications, but hardly any literure can be found on tests for assessing their goodnes of fit. We propose two types of smooth tests of goodness of fit for mixture distributions. The first test is a genuine smooth test, and the second test makes explicitly use of the mixture structure. In a simulation study the tests are compared to some traditional goodness of fit tests that, however, are not customised for mixture distributions. The first smooth test has overall good power and generally outperforms the other tests. The second smooth test is particularly suitable for assessing the fit of each component distribution separately. The tests are applicable to both continuous and discrete distributions and they are illustrated on three example data sets.
منابع مشابه
The Negative Binomial Distribution Efficiency in Finite Mixture of Semi-parametric Generalized Linear Models
Introduction Selection the appropriate statistical model for the response variable is one of the most important problem in the finite mixture of generalized linear models. One of the distributions which it has a problem in a finite mixture of semi-parametric generalized statistical models, is the Poisson distribution. In this paper, to overcome over dispersion and computational burden, finite ...
متن کاملThe Family of Scale-Mixture of Skew-Normal Distributions and Its Application in Bayesian Nonlinear Regression Models
In previous studies on fitting non-linear regression models with the symmetric structure the normality is usually assumed in the analysis of data. This choice may be inappropriate when the distribution of residual terms is asymmetric. Recently, the family of scale-mixture of skew-normal distributions is the main concern of many researchers. This family includes several skewed and heavy-tailed d...
متن کاملDetermination of the number of components in finite mixture distribution with Skew-t-Normal components
Abstract One of the main goal in the mixture distributions is to determine the number of components. There are different methods for determination the number of components, for example, Greedy-EM algorithm which is based on adding a new component to the model until satisfied the best number of components. The second method is based on maximum entropy and finally the third method is based on non...
متن کاملAnalyses of multinomial mixture distributions: new tests for stochastic models of cognition and action.
Mixture distributions are formed from a weighted linear combination of 2 or more underlying basis distributions [g(x) = sigma j alpha j fj(x); sigma alpha j = 1]. They arise frequently in stochastic models of perception, cognition, and action in which a finite number of discrete internal states are entered probabilistically over a series of trials. This article reviews various distributional pr...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2015