Likelihood Ratio Statistic for Exponential Mixtures

被引：0

作者：

Gabriela Ciuperca

机构：

[1] Univ. Lyon 1,Laboratoire de Probabilités, Combinatoire et Statistique, Domaine de Gerland, Bât. Recherche B

来源：

Annals of the Institute of Statistical Mathematics | 2002年 / 54卷

关键词：

Mixture models; likelihood test; exponential distribution;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Let f0(x) be the exponential density and fγ(x) the translation model. Let (Xi)i=1,n be i.i.d. random variables, with density g. We test that g is f0 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：9

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