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Comments and Queries Comment on “An Estimation Procedure for Mixtures of Distributions” by Choi and Bulgren

1971; Oxford University Press; Volume: 33; Issue: 2 Linguagem: Inglês

10.1111/j.2517-6161.1971.tb00884.x

1467-9868

P. D. M. Macdonald,

Bayesian Methods and Mixture Models

Summary Choi and Bulgren's (1968) estimator for the mixing measure of a mixture of known distributions is biased in small samples; a variant of their estimator has a much smaller bias, and a smaller mean squared error, for mixtures of normal distributions differing in mean. The maximum-likelihood estimator is shown to be more computable than Choi and Bulgren suggest. Estimation is much more difficult when the component distributions are unknown; for example, a mixture of two normal components has five parameters, but no more than four may be estimated when the components are close together.