Journal
BIOMETRIKA
Volume 90, Issue 4, Pages 991-994Publisher
BIOMETRIKA TRUST
DOI: 10.1093/biomet/90.4.991
Keywords
likelihood ratio test; normal mixture
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In a recent paper, Lo et al. (2001) propose a test for the likelihood ratio statistic based on the Kullback-Leibler information criterion when testing the null hypothesis that a random sample is drawn from a mixture of k(0) normal components against the alternative hypothesis of a mixture with k(1) normal components with k(0) less than k(1) However, this result requires conditions that are generally not met when the null hypothesis holds. Consequently, the result is not proven and simulations suggest that it may not be correct.
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