The property of identifiability is an important consideration on estimating the parameters in a mixture of distributions. Also classification of a random variable based on a mixture can be meaning fully discussed only if the class of all finite mixtures is identifiable. The problem of identifiability of finite mixture of Gompertz distributions is studied. A procedure is presented for finding maximum likelihood estimates of the parameters of a mixture of two Gompertz distributions, using classified and unclassified observations. Based on small sample size, estimation of a nonlinear discriminant function is considered. Throughout simulation experiments, the performance of the corresponding estimated nonlinear discriminant function is investigated.
Research Abstract
Research Department
Research Journal
Journal of Statistical Computation and Simulation
Research Member
Research Rank
1
Research Website
Taylor & Francis
Research Year
2003