有限混合模型有限制Log极大似然比统计量的极限分布

The Limiting Distribution of the Restricted Likelihood Ratio Statistic for Finite Mixture Models

  • 摘要: 有限混合模型的Log极大似然比统计量极限分布不是平常X2分布,1985年已为Hartigan指出,在这篇文章我们限制了混合比大于一正数下,讨论了两个含单个未知参数混合模型的Log极大似然比统计量的极限分布,它是零与X2分布的混合分布。

     

    Abstract: The limiting distribution of the likelihood ratio statistic for finite mixture models is not the usual chisquare (Hartigan 1985). In this paper, we study the limiting distribution under the assumption that the weights of mixture components are larger than a positive number. It is found that the limiting distribution of the new statistic becomes a mixture of chisquares. Simulation study suggests that this limiting distribution approximates the finite sample distribution with reasonably precision.

     

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