A new test for the presence of a normal mixture distribution based on the posterior Bayes factor
β Scribed by Murray Aitkin; Steve Finch; Nancy Mendell; Henry Thode
- Publisher
- Springer US
- Year
- 1996
- Tongue
- English
- Weight
- 389 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0960-3174
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β¦ Synopsis
We present a new test for the presence of a normal mixture distribution, based on the posterior Bayes factor of Aitkin (1991). The new test has slightly lower power than the likelihood ratio test. It does not require the computation of the MLEs of the parameters or a search for multiple maxima, but requires computations based on 'classification likelihood' assignments of observations to mixture components.
π SIMILAR VOLUMES
The sample entropy, the estimate of the entropy per observation, has been introduced by Vasicek ((1976) A test for normality based on sample entropy, J. Royal Statist. Soc. B 38, 730 -737). In this paper, we provide the sample entropy of order statistics, and present one application of the sample en