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

共 50 条

[41] Revisiting Chernoff Information with Likelihood Ratio Exponential Families
Nielsen, Frank
[J]. ENTROPY, 2022, 24 (10)
[42] ON CONDITIONALITY RESOLUTION AND THE LIKELIHOOD RATIO FOR CURVED EXPONENTIAL MODELS
BARNDORFFNIELSEN, OE
[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 1984, 11 (03) : 157 - 170
[43] Likelihood ratio ordering for parallel systems with exponential components
Wang, Jiantian
Cheng, Bin
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (19) : 6741 - 6759
[44] ON EXPONENTIAL RATES OF LIKELIHOOD RATIO ESTIMATORS FOR LOCATION PARAMETERS
FU, JC
[J]. STATISTICS & PROBABILITY LETTERS, 1985, 3 (02) : 101 - 105
[45] GENERALIZED LIKELIHOOD RATIO TEST FOR NORMAL MIXTURES
Jiang, Wenhua
Zhang, Cun-Hui
[J]. STATISTICA SINICA, 2016, 26 (03) : 955 - 978
[46] Likelihood ratio inequalities with applications to various mixtures
Gassiat, E
[J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2002, 38 (06): : 897 - 906
[47] A new approach for testing fuzzy hypotheses based on likelihood ratio statistic
Yosefi, Shima
Arefi, Mohsen
Akbari, Mohammad Ghasem
[J]. STATISTICAL PAPERS, 2016, 57 (03) : 665 - 688
[48] Objective Bayes, conditional inference and the signed root likelihood ratio statistic
Diciccio, Thomas J.
Kuffner, Todd A.
Young, G. Alastair
[J]. BIOMETRIKA, 2012, 99 (03) : 675 - 686
[49] ON THE LEVEL-ERROR AFTER BARTLETT ADJUSTMENT OF THE LIKELIHOOD RATIO STATISTIC
BARNDORFFNIELSEN, OE
[J]. BIOMETRIKA, 1988, 75 (02) : 374 - 378
[50] THE OPTIMUM PROCESSING OF CLIPPED SIGNALS - AN APPROACH BASED ON A LIKELIHOOD RATIO STATISTIC
KEATS, RG
FROST, W
DOBSON, A
[J]. JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY SERIES B-APPLIED MATHEMATICS, 1983, 24 (JAN): : 262 - 278

← 1 2 3 4 5 →