Abstract
AbstractKim & Lindsay (2011a) proposed a new sampling‐based visualization methodology, modal simulation, designed to describe the boundaries of the confidence regions generated by an inference function such as the likelihood. Once the sample points on the boundaries of the targeted confidence sets are created in a single simulation run, one can use those samples to describe every confidence set of interest without further numerical optimization. However, this method assumes that one is simulating the samples for the parameters from the likelihood region with a single mode. In this article we extend the modal simulation method to be applicable to the likelihood regions in a finite mixture model where there exist multiple modes. The Canadian Journal of Statistics 39: 421–437; 2011 © 2011 Statistical Society of Canada
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