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A modified likelihood ratio test for homogeneity in bivariate normal mixtures of two samples

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Abstract

This paper investigates the asymptotic properties of a modified likelihood ratio statistic for testing homogeneity in bivariate normal mixture models of two samples. The asymptotic null distribution of the modified likelihood ratio statistic is found to be χ 22 , where χ 22 is a chi-squared distribution with 2 degrees of freedom.

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Correspondence to Qingzhu Lei.

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This research was supported by the National Natural Science Foundation of China under Grant No. 10661003, SRF for ROCS, SEM under Grant No. [2004]527, and the Natural Science Foundation of Guangxi under Grant No. 0728092.

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Lei, Q., Qin, Y. A modified likelihood ratio test for homogeneity in bivariate normal mixtures of two samples. J Syst Sci Complex 22, 460–468 (2009). https://doi.org/10.1007/s11424-009-9178-2

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  • DOI: https://doi.org/10.1007/s11424-009-9178-2

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