A Copula Based Test for a Two Component Bivariate Mixture Distribution

摘要

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.