IDEAS home Printed from https://ideas.repec.org/a/bla/jorssb/v66y2004i1p95-115.html
   My bibliography  Save this article

Testing for a finite mixture model with two components

Author

Listed:
  • Hanfeng Chen
  • Jiahua Chen
  • John D. Kalbfleisch

Abstract

Summary. 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 versusk3 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.

Suggested Citation

  • Hanfeng Chen & Jiahua Chen & John D. Kalbfleisch, 2004. "Testing for a finite mixture model with two components," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(1), pages 95-115, February.
  • Handle: RePEc:bla:jorssb:v:66:y:2004:i:1:p:95-115
    DOI: 10.1111/j.1467-9868.2004.00434.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9868.2004.00434.x
    Download Restriction: no

    File URL: https://libkey.io/10.1111/j.1467-9868.2004.00434.x?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:jorssb:v:66:y:2004:i:1:p:95-115. 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.