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The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family

✍ Scribed by Dankmar Böhning; Ekkehart Dietz; Rainer Schaub; Peter Schlattmann; Bruce G. Lindsay

Publisher
Springer Japan
Year
1994
Tongue
English
Weight
792 KB
Volume
46
Category
Article
ISSN
0020-3157

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Large sample distribution of the likelih
Large sample distribution of the likelihood ratio test for normal mixtures
✍ Hanfeng Chen; Jiahua Chen 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 120 KB

This article concerns with the problem of testing whether a mixture of two normal distributions with bounded means and speciÿc 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