Title of article :
The likelihood ratio test for homogeneity in bivariate normal mixtures
Author/Authors :
Yong Song Qin، نويسنده , , Yong and Smith، نويسنده , , Bruce، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2006
Pages :
18
From page :
474
To page :
491
Abstract :
This paper investigates the asymptotic properties of the likelihood ratio statistic for testing homogeneity in a bivariate normal mixture model with known covariance. The asymptotic null distributions of the likelihood ratio statistic and a modified likelihood ratio statistic are obtained in explicit form. The distributions are identical. The results of a small simulation study to approximate the null distribution are presented.
Keywords :
Multivariate normal , mixture model , Likelihood ratio test , Asymptotic distribution
Journal title :
Journal of Multivariate Analysis
Serial Year :
2006
Journal title :
Journal of Multivariate Analysis
Record number :
1558353
Link To Document :
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