Edgeworth Expansion of the Moment-Based Test for Homogeneity in an NEF-QVF Mixture Model |
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| Authors: | Hanhua Zhang Hongfei Jin Wei Ning Arjun K. Gupta |
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| Affiliation: | 1. School of Electronics Science and Engineering , National University of Defense Technology , Changsha , China;2. Department of Statistics and Finance , University of Science and Technology of China , Hefei , China;3. Department of Mathematics and Statistics , Bowling Green State University , Bowling Green , OH , USA |
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| Abstract: | In this article, we study the moment-based test procedure for a mixture distribution for the Natural exponential family with quadratic variance functions (NEF-QVF) family proposed by Ning et al. (2009b Ning, W., Zhang, S. G. and Yu, C. 2009b. A moment-based test for the homogeneity in mixture natural exponential family with quadratic variance functions. Statistical and Probability Letters, 79: 828–834. [Crossref] , [Google Scholar]) in the small sample size scenario. We derive the approximation for the null distribution of the test statistic by the Edgeworth expansion. The simulations are conducted for a binomial mixture distribution, which includes the situation corresponding to the detection of the linkage in the genetic analysis, with different sample sizes and family sizes at various significance levels. The simulation results show that our test performs reasonably well. We also apply the proposed method to the real clinical data to verify the significant difference between two drug treatments. The critical values associated with a binomial mixture distribution are also provided. |
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| Keywords: | Edgeworth expansion Mixture distribution Moment-based NEF-QVF family Small sample sizes |
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