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A Monte Carlo Study of the Sampling Distribution of the Likelihood Ratio for Mixtures of Multinormal Distributions

Published 1 September 1971
J. H. Wolfe
Citations117

Abstract

Abstract : Samples from spherical normal distributions were generated and fitted to hypothesized mixtures of normal distributions using the 360 NORMIX computer program for maximum likelihood estimation of the parameters of a mixture of multinormal distributions with a common covariance matrix. The results suggest that the logarithm of the likelihood ratio, when multiplied by the coefficient - 2/N(N-1-m-r/2) is distributed approximately as chi-square with degrees of freedom twice the number of variables times the difference in the numbers of hypothesized clusters. (Author)

Keywords

Computer Science