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A new test for the presence of a normal mixture distribution based on the posterior Bayes factor |
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| Authors: | Murray Aitkin Steve Finch Nancy Mendell Henry Thode |
| Institution: | (1) Department of Mathematics, University of Western Australia, 6009 Nedlands, Australia;(2) Department of Statistics, University of Newcastle Upon Tyne, Newcastle Upon Tyne, UK;(3) Department of Applied Mathematics and Statistics, SUNY at Stony Brook, 11794 Stony Brook, NY, USA;(4) Department of Community and Preventive Medicine, SUNY at Stony Brook, 11794 Stony Brook, NY, USA |
| Abstract: | We present a new test for the presence of a normal mixture distribution, based on the posterior Bayes factor of Aitkin (1991). The new test has slightly lower power than the likelihood ratio test. It does not require the computation of the MLEs of the parameters or a search for multiple maxima, but requires computations based on  classification likelihood assignments of observations to mixture components. |
| Keywords: | Normal mixture likelihood ratio test posterior Bayes factors classification Likelihood |
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