This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 507
Type: Topic Contributed
Date/Time: Wednesday, August 4, 2010 : 10:30 AM to 12:20 PM
Sponsor: SSC
Abstract - #306763
Title: Testing the Order of Finite Mixture
Author(s): Pengfei Li*+ and Jiahua Chen
Companies: University of Alberta and The University of British Columbia
Address: CAB 475, Edmonton, AB, T6G 2G1, Canada
Keywords: Mixture model ; Chi-square limiting distribution ; Compactness ; EM-test ; Likelihood ratio test ; Modified likelihood ratio test
Abstract:

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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