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Estimating Parameters from Mixed Samples

 

作者: Moshe Shaked,   LanhTat Tran,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1982）
卷期: Volume 77, issue 377  

页码: 196-203

 

ISSN:0162-1459

 

年代: 1982

 

DOI:10.1080/01621459.1982.10477786

 

出版商: Taylor & Francis Group

 

关键词: Parametric estimation;Outliers;Majorization and Schur convexity;Maximum likelihood estimation;Method of moments estimators;Linear combinations of order statistics

 

数据来源: Taylor

 

摘要:

Assume that a sample is a mixture of two samples from two different populations with distributions Fθ1andFθ2. Given the form ofFθ, estimators of θ1and θ2are introduced. It is shown that the estimators are consistent and their asymptotic joint distribution is derived. The suggested estimators are compared with the maximum likelihood estimators and the method of moments estimators. For small sample sizes the comparison is done by a Monte Carlo study. For large sample sizes the estimators are assessed by numerically computing their asymptotic variances.

 

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