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.
| Published in | International Journal of Statistical Distributions and Applications (Volume 3, Issue 4) |
| DOI | 10.11648/j.ijsd.20170304.11 |
| Page(s) | 61-66 |
| Creative Commons |
This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited. |
| Copyright |
Copyright © The Author(s), 2024. Published by Science Publishing Group |
Bivariate, Mixture, Copula
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APA Style
Ampalavanar Nanthakumar. (2017). A Copula Based Test for a Two Component Bivariate Mixture Distribution. International Journal of Statistical Distributions and Applications, 3(4), 61-66. https://doi.org/10.11648/j.ijsd.20170304.11
ACS Style
Ampalavanar Nanthakumar. A Copula Based Test for a Two Component Bivariate Mixture Distribution. Int. J. Stat. Distrib. Appl. 2017, 3(4), 61-66. doi: 10.11648/j.ijsd.20170304.11
AMA Style
Ampalavanar Nanthakumar. A Copula Based Test for a Two Component Bivariate Mixture Distribution. Int J Stat Distrib Appl. 2017;3(4):61-66. doi: 10.11648/j.ijsd.20170304.11
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Download@article{10.11648/j.ijsd.20170304.11,
author = {Ampalavanar Nanthakumar},
title = {A Copula Based Test for a Two Component Bivariate Mixture Distribution},
journal = {International Journal of Statistical Distributions and Applications},
volume = {3},
number = {4},
pages = {61-66},
doi = {10.11648/j.ijsd.20170304.11},
url = {https://doi.org/10.11648/j.ijsd.20170304.11},
eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.ijsd.20170304.11},
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.},
year = {2017}
}
TY - JOUR T1 - A Copula Based Test for a Two Component Bivariate Mixture Distribution AU - Ampalavanar Nanthakumar Y1 - 2017/11/01 PY - 2017 N1 - https://doi.org/10.11648/j.ijsd.20170304.11 DO - 10.11648/j.ijsd.20170304.11 T2 - International Journal of Statistical Distributions and Applications JF - International Journal of Statistical Distributions and Applications JO - International Journal of Statistical Distributions and Applications SP - 61 EP - 66 PB - Science Publishing Group SN - 2472-3509 UR - https://doi.org/10.11648/j.ijsd.20170304.11 AB - 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. VL - 3 IS - 4 ER -
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