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Section B

Testing the number of components of the mixture of two inverse Weibull distributions

, &
Pages 693-702 | Received 22 Jan 2007, Accepted 16 Sep 2007, Published online: 24 Mar 2009
 

Abstract

In this paper, we use the likelihood ratio test (LRT) for testing the number of components in a mixture of two inverse Weibull distributions (MTIWD). First, we formulate the null distribution of the likelihood ratio statistic. Next, we calculate the percentage points of the test statistic under two different stopping criteria. In addition, we compute the power of the proposed test under these two stopping criteria and show that global maximization of the likelihood is not necessary to obtain a good power of the LRT. Finally, we discuss two applications to illustrate whether a set of data arises from a single or a MTIWD.

AMS Subject Classification :

Acknowledgements

The authors would like to thank the referees for their helpful comments, which improved the presentation of the paper.

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