Testing for a finite mixture model with two components

被引:75
作者
Chen, HF
Chen, JH
Kalbfleisch, JD
机构
[1] Univ Waterloo, Fac Math, Dept Stat & Actuarial Sci, Waterloo, ON N2L 3G1, Canada
[2] Bowling Green State Univ, Bowling Green, OH 43403 USA
关键词
binomial mixture; finite mixture model; likelihood ratio test; non-regular estimation; normal mixture; penalty; Poisson mixture; strong identifiability;
D O I
10.1111/j.1467-9868.2004.00434.x
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a finite mixture model with k components and a kernel distribution from a general one-parameter family. The problem of testing the hypothesis k=2 versus kgreater than or equal to3 is studied. There has been no general statistical testing procedure for this problem. We propose a modified likelihood ratio statistic where under the null and the alternative hypotheses the estimates of the parameters are obtained from a modified likelihood function. It is shown that estimators of the support points are consistent. The asymptotic null distribution of the modified likelihood ratio test proposed is derived and found to be relatively simple and easily applied. Simulation studies for the asymptotic modified likelihood ratio test based on finite mixture models with normal, binomial and Poisson kernels suggest that the test proposed performs well. Simulation studies are also conducted for a bootstrap method with normal kernels. An example involving foetal movement data from a medical study illustrates the testing procedure.
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页码:95 / 115
页数:21
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