IDEAS home Printed from https://ideas.repec.org/a/bla/jorssc/v36y1987i3p318-324.html
   My bibliography  Save this article

On Bootstrapping the Likelihood Ratio Test Statistic for the Number of Components in a Normal Mixture

Author

Listed:
  • G. J. McLachlan

Abstract

An important but difficult problem in practice is assessing the number of components g in a mixture. An obvious way of proceeding is to use the likelihood ratio test statistic λ to test for the smallest value of g consistent with the data. Unfortunately with mixture models, regularity conditions do not hold for –2 log λ to have it usual asymptotic null distribution of chi‐squared. In this paper the role of the bootstrap is highlighted for the assessment of the null distribution of –2 log λ for the test of a single normal density versus a mixture of two normal densities in the univariate case.

Suggested Citation

  • G. J. McLachlan, 1987. "On Bootstrapping the Likelihood Ratio Test Statistic for the Number of Components in a Normal Mixture," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 36(3), pages 318-324, November.
    • Handle: RePEc:bla:jorssc:v:36:y:1987:i:3:p:318-324
    DOI: 10.2307/2347790
    as

    Download full text from publisher

    File URL: https://doi.org/10.2307/2347790
    Download Restriction: no
    File URL: https://libkey.io/10.2307/2347790?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssc:v:36:y:1987:i:3:p:318-324. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.