Practical testing for the normal mixture

Jin Seo Cho ()

Economics Letters, 2025, vol. 255, issue C

Abstract: The current study provides a Gaussian version used to test for the normal mixture hypothesis with a single mean and two distinct variances. We derive the Gaussian version for the model by associating its score function with the generalized Laguerre polynomial. The Gaussian version is analytical, so that it can be simulated to obtain the asymptotic critical values of the likelihood-ratio test.

Keywords: Gaussian version; Asymptotic critical value; LR test; Generalized Laguerre polynomial (search for similar items in EconPapers)
JEL-codes: C12 C46 (search for similar items in EconPapers)
Date: 2025
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Working Paper: Practical Testing for Normal Mixtures (2025)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525004045

DOI: 10.1016/j.econlet.2025.112567

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