The test for homogeneity in the mixture normal model is di cult to study due to the breakdown of the regularity conditions under standard theory. The asymptotic optimality of the likelihood ratio test is questionable and its distributional properties are also di cult to evaluate. In this paper, we c
Asymptotics for the likelihood ratio test in a two-component normal mixture model
β Scribed by Xin Liu; Yongzhao Shao
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 339 KB
- Volume
- 123
- Category
- Article
- ISSN
- 0378-3758
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This article concerns with the problem of testing whether a mixture of two normal distributions with bounded means and speciΓΏc variance is simply a pure normal. The large sample behavior of the likelihood ratio test for the problem is carefully investigated. In the case of one mean parameter, it is
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