To the 60th birthday of Zbyněk Šidák
Jana Jurečková (1994)
Applications of Mathematics
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Displaying similar documents to “The life and work of Zbyněk Šidák (1933–1999)”
To the 60th birthday of Zbyněk Šidák
Testing in stationary models based on divergences of observed and theoretical frequencies
María Luisa Menéndez, Domingo Morales, Leandro Pardo, Igor Vajda (1997)
Kybernetika
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The likelihood ratio test for the number of components in a mixture with Markov regime
Elisabeth Gassiat, Christine Keribin (2010)
ESAIM: Probability and Statistics
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We study the LRT statistic for testing a single population i.i.d. model against a mixture of two populations with Markov regime. We prove that the LRT statistic converges to infinity in probability as the number of observations tends to infinity. This is a consequence of a convergence result of the LRT statistic for a subproblem where the parameters are restricted to a subset of the whole parameter set.