St. Sum et Bj. Oommen, MIXTURE DECOMPOSITION FOR DISTRIBUTIONS FROM THE EXPONENTIAL FAMILY USING A GENERALIZED-METHOD OF MOMENTS, IEEE transactions on systems, man, and cybernetics, 25(7), 1995, pp. 1139-1149
Citations number
29
Categorie Soggetti
Controlo Theory & Cybernetics","Computer Science Cybernetics","Engineering, Eletrical & Electronic
A finite mixture distribution consists of the superposition of a finit
e number of component probability densities, and is typically used to
model a population composed of two or more subpopulations. Mixture mod
els find utility in situations where there is a difficulty in directly
observing the underlying components of the population of interest, Th
is paper examines the method of moments as a general estimation techni
que for estimating the parameters of the component distributions and t
heir mixing proportions, It is shown that the same basic solution can
be applied to any continuous or discrete density from the exponential
family with a known common shape parameter, Results of an empirical st
udy of the method are also presented.