This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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507
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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 : 10:30 AM to 12:20 PM
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Sponsor:
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SSC
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Abstract - #306763 |
Title:
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Testing the Order of Finite Mixture
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Author(s):
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Pengfei Li*+ and Jiahua Chen
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Companies:
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University of Alberta and The University of British Columbia
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Address:
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CAB 475, Edmonton, AB, T6G 2G1, Canada
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Keywords:
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Mixture model ;
Chi-square limiting distribution ;
Compactness ;
EM-test ;
Likelihood ratio test ;
Modified likelihood ratio test
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Abstract:
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The order is an important parameter in applications of finite mixture models. Most results on hypothesis tests to date have focused on homogeneity, a special case where the null model has order one. In this paper, an EM-test is designed for the general problem of testing the null hypothesis of order $m_0$ versus an alternative hypothesis of order larger than $m_0$. For any positive integer $m_0$, the null limiting distribution of the EM-test is a mixture of $\chi^2$ distributions. The weights in this mixture limiting distribution can be conveniently computed. Extensive simulation studies show that the limiting distributions closely match the finite sample distribution of the EM-test.
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