A Comparison of Recent Procedures in Weibull Mixture Testing
Karl Clemens Mosler, Lars Haferkamp · Birkhäuser Boston eBooks · 2009
The chapter considers recent approaches to testing homogeneity in a finite mixture model, the modified likelihood ratio test (MLRT) of Chen et al. (2001), and the D-tests of Charnigo and Sun (2004). They are adapted to Weibull mixtures with and without a Weibull-to-exponential transformation of the data. Critical quantiles are calculated by simulation. To cope with the dependency of quantiles on the unknown shape parameter, a corrected D-statistics is implemented and explored. First results are given on the power of these tests in comparison with that of the ADDS test by Mosler and Scheicher (2008).