Advances and Applications in Statistics
Volume 5, Issue 2, Pages 171 - 182
(August 2005)
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ITERATIVE MIXTURE ESTIMATION FOR MODELS WITH LENGTH-BIASED COMPONENT
Olcay Akman (U. S. A.)
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Abstract: We estimate the mixing proportion in a discrete mixture of two lifetime pdf?s, where one component is the length-biased version of the parent distribution using the EM algorithm. We compare our results with the estimates obtained by solving the MLE equations numerically. |
Keywords and phrases: inverse Gaussian, life-time distribution, Monte Carlo simulation, EM algorithm. |
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