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ON THE LIKELIHOOD RATIO TEST FOR A SINGLE MODEL AGAINST THE MIXTURE OF TWO KNOWN DENSITIES
Abstract:In this paper, we consider the likelihood ratio test for a single model against the mixture of two known densities. We research the accuracy of the limiting null distribution obtained by Titterington 1-2 Titterington, D. M. 1981. Contribution to the discussion of paper by M. Aitkin, D. Amderson and J. Hinde, J. R.. Statist. Soc. A, 144: 459 Titterington, D. M., Smith, A. F.M. and Makov, U. E. 1985. Statistical Analysis of Finite Mixture Distribution New York: Wiley.  .After that, we improve the limiting null distribution and confirm its usefulness by the simulation study.
Keywords:Mixture model  Likelihood ratio test  Limiting null distribution  Chi-bar-squared distribution
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