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Fitting mixture distributions is needed in applications where data belongs toinhomogeneous populations comprising homogeneous sub-populations. The mixingproportions of the sub populations are in general unknown and need to beestimated as well. A goodness of fit test based on the empirical distributionfunction is proposed for assessing the goodness of fit in model fits comprisingtwo components, each distributed as two parameter Weibull. The applicability ofthe proposed test procedure was empirically established using a Monte Carlosimulation study. The proposed test procedure can be easily altered to handletwo component mixtures with different component distributions.

A goodness of fit test for two component two parameter Weibull mixtures