Accession Number:

AD0731039

Title:

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

Descriptive Note:

Technical bulletin

Corporate Author:

NAVAL PERSONNEL AND TRAINING RESEARCH LAB SAN DIEGO CA

Personal Author(s):

Report Date:

1971-09-01

Pagination or Media Count:

15.0

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 - 2NN-1-m-r2 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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE