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Annals of the Institute of Statistical Mathematics

, Volume 52, Issue 3, pp 481–487 | Cite as

A Cautionary Note on Likelihood Ratio Tests in Mixture Models

  • Wilfried Seidel
  • Karl Mosler
  • Manfred Alker
Article

Abstract

We show that iterative methods for maximizing the likelihood in a mixture of exponentials model depend strongly on their particular implementation. Different starting strategies and stopping rules yield completely different estimators of the parameters. This is demonstrated for the likelihood ratio test of homogeneity against two-component exponential mixtures, when the test statistic is calculated by the EM algorithm.

EM algorithm exponential mixture models initial values stopping criteria maximum likelihood estimation likelihood ratio test 

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Copyright information

© The Institute of Statistical Mathematics 2000

Authors and Affiliations

  • Wilfried Seidel
    • 1
  • Karl Mosler
    • 2
  • Manfred Alker
    • 1
  1. 1.Fachbereich Wirtschafts- und OrganisationswissenschaftenUniversität der Bundeswehr HamburgHamburgGermany
  2. 2.Seminar für Wirtschafts- und SozialstatistikUniversität zu KölnKölnGermany

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