Likelihood ratio statistic for exponential mixtures

被引：6

作者：

Ciuperca, G ^{[1
]}

机构：

[1] Univ Lyon 1, Lab Probabil Combinatoire & Stat, F-69366 Lyon 07, France

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2002年 / 54卷 / 03期

关键词：

mixture models; likelihood test; exponential distribution;

D O I：

10.1023/A:1022415228062

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let fo(x) be the exponential density and f(gamma)(x) the translation model. Let (X-i)(i=1,n) be i.i.d. random variables, with density g. We test that g is f(0) against g is a simple mixture, using the LRT statistic. We prove that the LRT diverges to infinity with probability 1/2 and it is equal to 0 with probability 1/2. Therefore, the classical likelihood limiting theory does not hold.

引用

页码：585 / 594

页数：10

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