Local sequential testing procedures in a normal mixture model

Yanhong Wu, Yongxia Xu · Communication in Statistics- Theory and Methods · 1999

For the simple normal mixture model with density function , either one of the following three null hypotheses: (i) and (iii) H 0: θ = 0 can be used to test for homogeneity. In this paper, the local sequential likelihood ratio tests are considered and their operating characteristics are investigated. The results show that the test developed under (iii) performs better. Concluding remarks on alternative sequential tests and one-sided case with 0 ≤ < ∞ are also made.

Read the paper · More papers on PaperTik