A Note on the Modified Likelihood Ratio Test for Homogeneity in Beta Mixture Models

Autor:	Michael Ruochen Zeng, Tony Siu Tung Wong
Rok vydání:	2014
Předmět:	Statistics and Probability Score test Modeling and Simulation Homogeneity (statistics) Likelihood-ratio test Statistics Null distribution Test statistic Estimator Asymptotic distribution Likelihood principle Mathematics
Zdroj:	Communications in Statistics - Simulation and Computation. 44:2500-2512
ISSN:	1532-4141 0361-0918
DOI:	10.1080/03610918.2013.800208
Popis:	This article presents a note on the modified likelihood ratio test for homogeneity in beta mixture models. Under consistency of the penalized maximum likelihood estimators, the limiting distribution of the test statistic converges to the chi-bar-squared distributions. The statistic degenerates to zero with a weight due to the negative definiteness of a complicated random matrix. The probability that this matrix is negative definite is related to the parameter values under the homogeneity hypothesis. The dependency pattern enables the introduction of an upper bound on the asymptotic null distribution. Simulation study is investigated to verify the accuracy of the results.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::35a5d901c34157e3f6dd415bb64b109f https://doi.org/10.1080/03610918.2013.800208 Zobrazit plný text záznamu