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Chen, J., Li, P. and Liu, G. (2020), Homogeneity testing under finite location‐scale mixtures. Can J Statistics. doi:10.1002/cjs.11557
If a population contains several related, but different subpopulations, the distribution of its character might show signs of mixture. On the other way, if a distribution shows signs of mixture, the population is likely made of several subpopulations. Confirming the presence of subpopulations is an important research problem in many scientific investigations. There is, therefore, a need for statistical methods to effectively quantify the evidence of the mixture based on random samples. This paper provides an EM-test solution to test for homogeneity for finite mixtures of location-scale family distributions. We work out the nonstandard limiting distributions accompanied by a numerical method for real data analysis. We confirm the proposed EM-test is effective by both simulation experiments and application examples.