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Minimax Estimation of the Mixing Proportion of Two Known Distributions

✍ Scribed by J. C. van Houwelingen and L. de Vries


Book ID
125230919
Publisher
American Statistical Association
Year
1987
Tongue
English
Weight
774 KB
Volume
82
Category
Article
ISSN
0162-1459

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Fisher's method of maximum likelihood breaks down when applied to the problem of estimating the five parameters of a mixture of two normal densities from a continuous random sample of size n. Alternative methods based on minimumdistance estimation by grouping the underlying variable are proposed. Si