Likelihood ratio tests for central mixtures

The log likelihood ratio is expanded for testing a simple null hypothesis against a sequence of alternative hypotheses in which the observations are sampled from a mixture of distributions located near the null hypothesis. The test criteria depends on the mixing distribution only through its variance and is approximately normally distributed under both hypotheses.

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Year of publication:	1988
Authors:	Zelterman, D.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 6.1988, 4, p. 275-279
Publisher:	Elsevier
Keywords:	mixture of distributions tests of homogeneity likelihood ratio tests close alternative hypothesis

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319699