Likelihood ratio test for univariate Gaussian mixture |
| |
| Institution: | 1. Institute of Sport Sciences and Physiotherapy, Faculty of Medicine, University of Tartu, Tartu, Estonia;2. Department of Paediatrics, Faculty of Medicine, University of Tartu, Tartu, Estonia;1. Center for Genomic and Personalized Medicine, Guangxi Medical University, Nanning, Guangxi 530021, China;2. Guangxi Key Laboratory of Genomic and Personalized Medicine, Nanning, Guangxi 530021, China;3. Guangxi Collaborative Innovation Center for Genomic and Personalized Medicine, Nanning, Guangxi 530021, China;4. Institute of Urology and Nephrology, First Affiliated Hospital of Guangxi Medical University, Nanning, Guangxi 530021, China;5. Deprtment of Urology, First Affiliated Hospital of Xinxiang Medical College, Xinxiang, Henan Province, China;6. Department of Occupational Health and Environmental Health, School of Public Health, Guangxi Medical University, Nanning, Guangxi 530021, China;7. Department of Chemotherapy, The Affiliated Tumor Hospital of Guangxi Medical University, Nanning, Guangxi 530021, China |
| |
| Abstract: | We consider Gaussian mixtures and particularly the problem of testing homogeneity, that is testing no mixture, against a mixture with two components. Seven distinct cases are addressed, corresponding to the possible restrictions on the parameters. For each case, we give a statistic that we claim to be the likelihood ratio test statistic. The proof is given in a simple case. With the help of a bound for the maximum of a Gaussian process we calculate the percentile points. The results are illustrated by simulation. |
| |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
