Mathematics – Statistics Theory
Scientific paper
2008-05-16
IMS Collections 2008, Vol. 1, 272-281
Mathematics
Statistics Theory
Published in at http://dx.doi.org/10.1214/193940307000000194 the IMS Collections (http://www.imstat.org/publications/imscollec
Scientific paper
10.1214/193940307000000194
This paper develops a test for homogeneity in finite mixture models where the mixing proportions are known a priori (taken to be 0.5) and a common nuisance parameter is present. Statistical tests based on the notion of Projected Likelihood Contrasts (PLC) are considered. The PLC is a slight modification of the usual likelihood ratio statistic or the Wilk's $\Lambda$ and is similar in spirit to the Rao's score test. Theoretical investigations have been carried out to understand the large sample statistical properties of these tests. Simulation studies have been carried out to understand the behavior of the null distribution of the PLC statistic in the case of Gaussian mixtures with unknown means (common variance as nuisance parameter) and unknown variances (common mean as nuisance parameter). The results are in conformity with the theoretical results obtained. Power functions of these tests have been evaluated based on simulations from Gaussian mixtures.
Mazumder Rahul
Sengupta Debapriya
No associations
LandOfFree
Projected likelihood contrasts for testing homogeneity in finite mixture models with nuisance parameters does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Projected likelihood contrasts for testing homogeneity in finite mixture models with nuisance parameters, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Projected likelihood contrasts for testing homogeneity in finite mixture models with nuisance parameters will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-272466