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JOURNALS // Computer Research and Modeling // Archive

Computer Research and Modeling, 2012 Volume 4, Issue 1, Pages 45–53 (Mi crm467)

MATHEMATICAL MODELING AND NUMERICAL SIMULATION

On application of the asymptotic tests for estimating the number of mixture distribution components

A. K. Gorshenin

Institute of Informatics Problems, Russian Academy of Sciences, Vavilova street, 44/2, Moscow, 119333, Russia

Abstract: The paper demonstrates the efficiency of asymptotically most powerful test of statistical hypotheses about the number of mixture components in the adding and splitting component models. Test data are the samples from different finite normal mixtures. The results are compared for various significance levels and weights.

Keywords: finite mixture of normal distributions, asymptotically most powerful test.

UDC: 519.254

Received: 13.02.2012

DOI: 10.20537/2076-7633-2012-4-1-45-53



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