A Modified Likelihood Ratio Test For Homogeneity In The Finite Mixture Models
Professor J. Chen
(Bowling
Green State University)
(40 min.)
The problem of testing the homogeneity in the context
of finite mixture models has been discussed by many authors recently.There
has been great advances in deriving the limiting distributions of the likelihood
ratio test statistics for various finite mixture models.
While these results contribute greatly to our understanding
of the nature of the problem, the limiting distributions are often too
complex to have significant applicational values.
In this paper, we propose a modified likelihood ratio
test for homogeneity in the finity mixture models of a general parametric
distribution family. We show that the modified statistics have simple limiting
distributions.
At local alternative models, the new procedure and the
well known C(alpha) method are equivalent.
However, the modified likelihood ratio test is more powerful
for general alternatives.
Our simulation reveals that the limiting distributions
offer satisfactory approximations to the quantiles of the modified likelihood
ratio test statistic at moderate sample size.
We further illustrate that the modified likelihood ratio
test is far more powerful than the C(alpha) test for some finite mixture
models.