A Monte Carlo Study of the Sampling Distribution of the Likelihood Ratio for Mixtures of Multinormal Distributions

Abstract

Samples from spherical normal distributions were generated and fitted to hypothesized mixtures of normal distributions using the 360 NORMIX computer program for maximum likelihood estimation of the parameters of a mixture of multinormal distributions with a common covariance matrix. The results suggest that the logarithm of the likelihood ratio, when multiplied by the coefficient - 2/N(N-1-m-r/2) is distributed approximately as chi-square with degrees of freedom twice the number of variables times the difference in the numbers of hypothesized clusters. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1971
Accession Number
AD0731039

Entities

People

  • John H. Wolfe

Organizations

  • United States Naval Research Laboratory

Tags

Communities of Interest

  • Biomedical
  • Human Systems

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Computer Programs
  • Computers
  • Data Science
  • Information Science
  • Knowledge Management
  • Maximum Likelihood Estimation
  • Multivariate Analysis
  • Naval Personnel
  • Navy
  • Normal Distribution
  • Personnel Management
  • Sampling
  • Statistical Analysis
  • Training
  • United States
  • United States Military Academy

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.