This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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459
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Type:
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Topic Contributed
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Date/Time:
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Wednesday, August 4, 2010 : 8:30 AM to 10:20 AM
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Sponsor:
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IMS
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Abstract - #306697 |
Title:
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EM-Test for Finite Mixture Models
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Author(s):
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Jiahua Chen*+ and Pengfei Li
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Companies:
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The University of British Columbia and University of Alberta
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Address:
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333-6356 Agricultural Road, Vancouver, AB, V6T 1Z2, Canada
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Keywords:
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finite mixture model ;
hypothesis test ;
chisquare bar distribution
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Abstract:
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Designing a valid and easy-to-use statistical test for the order of the finite mixture model is challenging. Most results on hypothesis tests to date have focused on a special case of homogeneity. Some general results are limited to theoretical interest and difficult to implement. In this talk, we apply an EM-test for the null hypothesis of order $m_0$ versus an alternative hypothesis of order larger than $m_0$. The null limiting distribution of the proposed EM-test is found to be a mixture of $chi^2$ distributions. The weights in this mixture limiting distribution when $m_0 = 1, 2, 3$ have simple forms and can be conveniently estimated. Simulation study indicates the limiting distribution is a good approximation to the finite sample distributions and the test has good efficiency.
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