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Likelihood ratio tests for central mixtures

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  • Zelterman, D.

Abstract

The log likelihood ratio is expanded for testing a simple null hypothesis against a sequence of alternative hypotheses in which the observations are sampled from a mixture of distributions located near the null hypothesis. The test criteria depends on the mixing distribution only through its variance and is approximately normally distributed under both hypotheses.

Suggested Citation

  • Zelterman, D., 1988. "Likelihood ratio tests for central mixtures," Statistics & Probability Letters, Elsevier, vol. 6(4), pages 275-279, March.
    • Handle: RePEc:eee:stapro:v:6:y:1988:i:4:p:275-279
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    Cited by:

    1. Maurizio Lanfranchi & Carlo Giannetto, 2013. "The consumption of wine: a analysis of market conducted in Sicily," Romanian Statistical Review, Romanian Statistical Review, vol. 61(11), pages 21-31, December.

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