Binomial mixtures: Geometric estimation of the mixing distribution

Authors
Citation
Gr. Wood, Binomial mixtures: Geometric estimation of the mixing distribution, ANN STATIST, 27(5), 1999, pp. 1706-1721
Citations number
27
Categorie Soggetti
Mathematics
Journal title
ANNALS OF STATISTICS
ISSN journal
00905364 → ACNP
Volume
27
Issue
5
Year of publication
1999
Pages
1706 - 1721
Database
ISI
SICI code
0090-5364(199910)27:5<1706:BMGEOT>2.0.ZU;2-N
Abstract
Given a mixture of binomial distributions, how do we estimate the unknown m ixing distribution? We build on earlier work of Lindsay and further elucida te the geometry underlying this question, exploring the approximating role played by cyclic polytopes. Convergence of a resulting maximum likelihood f itting algorithm is proved and numerical examples given; problems over the lack of identifiability of the mixing distribution in part disappear.