Simulated percentage points for the null distribution of the likelihood ratio test for a mixture of two normals.
We find the percentage points of the likelihood ratio test of the null hypothesis that a sample of n observations is from a normal distribution with unknown mean and variance against the alternative that the sample is from a mixture of two distinct normal distributions, each with unknown mean and unknown (but equal) variance. The mixing proportion pi is also unknown under the alternative hypothesis. For 2,500 samples of sizes n = 15, 20, 25, 40, 50, 70, 75, 80, 100, 150, 250, 500, and 1,000, we calculated the likelihood ratio statistic, and from these values estimated the percentage points of the null distributions. Our algorithm for the calculation of the maximum likelihood estimates of the unknown parameters included precautions against convergence of the maximization algorithm to a local rather than global maximum. Investigations for convergence to an asymptotic distribution indicated that convergence was very slow and that stability was not apparent for samples as large as 1,000. Comparisons of the percentage points to the commonly assumed chi-squared distribution with 2 degrees of freedom indicated that this assumption is too liberal; i.e., one's P-value is greater than that indicated by chi 2(2). We conclude then that one would need what is usually an unfeasibly large sample size (n greater than 1,000) for the use of large-sample approximations to be justified.
Thode
H C
HC
Department of Community and Preventive Medicine, SUNY, Stony Brook.
Finch
S J
SJ
Mendell
N R
NR
D001699:Biometry / Q000379:methods*; D006681:HLA-D Antigens; D006650:Histocompatibility Testing; D006801:Humans; D007202:Indicators and Reagents
D006681:HLA-D Antigens; D007202:Indicators and Reagents