A note on a validity test using the stochastic EM algorithm in order to assess the number of components in a finite mixture model
Athanase Polymenis · Statistics · 2008
A validity test, based on the stochastic expectation-maximization (SEM) algorithm for assessing the performance of the EM algorithm or any other adequate method for detecting the number of components in mixture analyses was proposed in the literature. We prove in this note that the theoretical distribution of the test does not hold, and we derive the actual distribution. Finally, we give a few simulation results and make some comments on the methodology.