Likelihood Ratio Test of a Class of Mixture Model
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Abstract
In this paper, a class of mixture model g(x)=(1-ζ1-ζ2)f(x,θ0')+ζ1f(x,θi')+ζ2f(x,θ2'),is discussed, where 0≤ζ1,ζ2,ζ1+ζ2≤1, f is a probability density function, and θi'(i=0,1,2) is a m-dimensional constant vector. The limit distribution of likelihood ratio statistic of the model is given.
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