Figure 2.

Bias estimates of maximum likelihood parameter estimators when the covariance structure of a 2-component Gaussian mixture is assumed to be conditionally independent, exchangeable, and exponential structure based on 1000 replications under each mixture distribution with n=500, m=5, γ₁=γ₂=0, β₁=1, V₁=I_m, σ₁

₂=0.25, β₂=3, V₂=V(r) and σ₂

₂=2 where V(r) is the exponential correlation matrix and r=3. Mean

values of the RJ criteria are RJ = 1.97, 1.02, 0.99 for the three covariance assumptions, respectively.