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On Mixtures from Exponential Families

1980; Oxford University Press; Volume: 42; Issue: 2 Linguagem: Inglês

10.1111/j.2517-6161.1980.tb01118.x

1467-9868

Moshe Shared,

Probabilistic and Robust Engineering Design

Summary A mixture from exponential family is compared with a natural approximation in the family. It is shown that the two resulting densities must cross each other exactly twice and in a prescribed manner. A deeper understanding of the behaviour of some well known sets of data is obtained. Applications in reliability theory and for symmetric random walks are described.