A Copula Based Test for a Two Component Bivariate Mixture Distribution
International Journal of Statistical Distributions and Applications
Volume 3, Issue 4, December 2017, Pages: 61-66
Received: Aug. 28, 2017; Accepted: Sep. 13, 2017; Published: Nov. 1, 2017
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Author
Ampalavanar Nanthakumar, Department of Mathematics, State University of New York at Oswego, Oswego NY, USA
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Abstract
The paper presents a Copula based approach to test for a two component bivariate mixture distribution. The regular joint density is modeled by using the Copula and then the Locally Most Powerful test (LMP) test is derived by using this Copula based regular density. This is a fairly simple test compared to the dip / depth test developed by Hartigan. Our simulation results show that this Copula based (LMP) test is very powerful in detecting a mixture.
Keywords
Bivariate, Mixture, Copula
To cite this article
Ampalavanar Nanthakumar, A Copula Based Test for a Two Component Bivariate Mixture Distribution, International Journal of Statistical Distributions and Applications. Vol. 3, No. 4, 2017, pp. 61-66. doi: 10.11648/j.ijsd.20170304.11
Copyright
Copyright © 2017 Authors retain the copyright of this article.
This article is an open access article distributed under the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/) which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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