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- Title
Testing Homogeneity in Gamma Mixture Models.
- Authors
Liu, X.; Pasarica, C.; Shao, Y.
- Abstract
This paper characterizes the asymptotic behaviour of the likelihood ratio test statistic (LRTS) for testing homogeneity (i.e. no mixture) against gamma mixture alternatives. Under the null hypothesis, the LRTS is shown to be asymptotically equivalent to the square of Davies’s Gaussian process test statistic and diverges at a log log n rate to infinity in probability. Based on the asymptotic analysis, we propose and demonstrate a computationally efficient method to simulate the null distributions of the LRTS for small to moderate sample sizes.
- Subjects
MIXTURE distributions (Probability theory); MATHEMATICAL statistics
- Publication
Scandinavian Journal of Statistics, 2003, Vol 30, Issue 1, p227
- ISSN
0303-6898
- Publication type
Article
- DOI
10.1111/1467-9469.00328