Abstract
Abstract 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.
Keywords
MathematicsLikelihood-ratio testStatisticsHomogeneity (statistics)Applied mathematicsInfimum and supremumAsymptotic distributionStatisticParametric statisticsScore testCombinatorics
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Publication Info
- Year
- 2001
- Type
- article
- Volume
- 29
- Issue
- 2
- Pages
- 201-215
- Citations
- 77
- Access
- Closed
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Cite This
Hanfeng Chen,
Jiahua Chen
(2001).
The likelihood ratio test for homogeneity in finite mixture models.
Canadian Journal of Statistics
, 29
(2)
, 201-215.
https://doi.org/10.2307/3316073
Identifiers
- DOI
- 10.2307/3316073