Practical testing for the normal mixture

IF 1.8 4区经济学 Q2 ECONOMICS

Economics Letters Pub Date : 2025-08-21 DOI:10.1016/j.econlet.2025.112567

Jin Seo Cho

引用次数: 0

Abstract

The current study provides a Gaussian version used to test for the normal mixture hypothesis with a single mean and two distinct variances. We derive the Gaussian version for the model by associating its score function with the generalized Laguerre polynomial. The Gaussian version is analytical, so that it can be simulated to obtain the asymptotic critical values of the likelihood-ratio test.

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正常混合物的实际测试

目前的研究提供了一个高斯版本，用于检验具有单一均值和两个不同方差的正态混合假设。我们通过将分数函数与广义拉盖尔多项式联系起来，推导出该模型的高斯版本。高斯版本是解析的，因此可以模拟得到似然比检验的渐近临界值。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Economics Letters ECONOMICS-

CiteScore

3.20

自引率

5.00%

发文量

348

审稿时长

30 days

期刊介绍： Many economists today are concerned by the proliferation of journals and the concomitant labyrinth of research to be conquered in order to reach the specific information they require. To combat this tendency, Economics Letters has been conceived and designed outside the realm of the traditional economics journal. As a Letters Journal, it consists of concise communications (letters) that provide a means of rapid and efficient dissemination of new results, models and methods in all fields of economic research.