A Monte Carlo Investigation of the Likelihood Ratio Test for the Number of Components in a Mixture of Normal Distributions.

Everitt, B. S.

Notes FAQ Contact Us

Back to results

Peer reviewed

ERIC Number: EJ244969

Record Type: Journal

Publication Date: 1981-Apr

Pages: N/A

Abstractor: N/A

ISBN: N/A

ISSN: N/A

EISSN: N/A

Available Date: N/A

A Monte Carlo Investigation of the Likelihood Ratio Test for the Number of Components in a Mixture of Normal Distributions.

Everitt, B. S.

Multivariate Behavioral Research, v16 n2 p171-80 Apr 1981

Results show that the proposed sampling distribution of the test appears to be appropriate only for sample sizes above 50, and for data where the sample size is 10 times the number of variables. For such cases the power of the test is found to be fairly low. (Author/RL)

Descriptors: Mathematical Formulas, Maximum Likelihood Statistics, Monte Carlo Methods, Multivariate Analysis, Power (Statistics), Probability, Sampling

Publication Type: Journal Articles; Reports - Research

Education Level: N/A

Audience: N/A

Language: English

Sponsor: N/A

Authoring Institution: N/A

Grant or Contract Numbers: N/A

Author Affiliations: N/A