Abstract
An important but difficult problem in practice is assessing the number of components g in a mixture. An obvious way of proceeding is to use the likelihood ratio test statistic λ to test for the smallest value of g consistent with the data. Unfortunately with mixture models, regularity conditions do not hold for –2 log λ to have it usual asymptotic null distribution of chi‐squared. In this paper the role of the bootstrap is highlighted for the assessment of the null distribution of –2 log λ for the test of a single normal density versus a mixture of two normal densities in the univariate case.
Keywords
Bootstrapping (finance)StatisticsLikelihood-ratio testMathematicsTest (biology)Score testEconometrics
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Publication Info
- Year
- 1987
- Type
- article
- Volume
- 36
- Issue
- 3
- Pages
- 318-318
- Citations
- 704
- Access
- Closed
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Cite This
Geoffrey J. McLachlan
(1987).
On Bootstrapping the Likelihood Ratio Test Stastistic for the Number of Components in a Normal Mixture.
Journal of the Royal Statistical Society Series C (Applied Statistics)
, 36
(3)
, 318-318.
https://doi.org/10.2307/2347790
Identifiers
- DOI
- 10.2307/2347790