ESTIMATION OF A DISCRIMINANT FUNCTION FROM A MIXTURE OF 2 GAMMA-DISTRIBUTIONS WHEN THE SAMPLE-SIZE IS SMALL

Authors
MAHMOUD MAW MOUSTAFA HM
Citation
Maw. Mahmoud et Hm. Moustafa, ESTIMATION OF A DISCRIMINANT FUNCTION FROM A MIXTURE OF 2 GAMMA-DISTRIBUTIONS WHEN THE SAMPLE-SIZE IS SMALL, Mathematical and computer modelling, 18(5), 1993, pp. 87-95
Citations number
20
Categorie Soggetti
Mathematics,Mathematics,"Computer Applications & Cybernetics
Journal title
Mathematical and computer modelling → ACNP
ISSN journal
08957177
Volume
18
Issue
5
Year of publication
1993
Pages
87 - 95
Database
ISI
SICI code
0895-7177(1993)18:5<87:EOADFF>2.0.ZU;2-A
Abstract
A procedure is presented for finding maximum likelihood estimates of t he parameters of a mixture of two gamma distributions; those results a re given for classified and unclassified observations. The performance of the estimates based on small samples is studied by simulation expe riments. Estimation of the discriminant function on the basis of a sma ll sample size is considered. Its performance is investigated by a ser ies of simulation experiments.