On the likelihood ratio test statistic for the number of components in a normal mixture of unequal variances.

An important but difficult problem in practice is to determine the number of components in a normal mixture model with unequal variances. When the likelihood ratio test statistic--21og lambda is used, it is unbounded above and fails to satisfy standard regularity conditions. A restricted maximization procedure must therefore be used, which makes the procedure ad hoc. A consequence of this may explain the discrepancies among the simulation results of previous investigations.