A comparison of some estimators of the mixture proportion of mixed normal distributions

@article{Pardo1997ACO,
  title={A comparison of some estimators of the mixture proportion of mixed normal distributions},
  author={M. Pardo},
  journal={Journal of Computational and Applied Mathematics},
  year={1997},
  volume={84},
  pages={207-217}
}
  • M. Pardo
  • Published 1997
  • Mathematics
  • Journal of Computational and Applied Mathematics
Fisher's method of maximum likelihood breaks down when applied to the problem of estimating the five parameters of a mixture of two normal densities from a continuous random sample of size n. Alternative methods based on minimum-distance estimation by grouping the underlying variable are proposed. Simulation results compare the efficiency as well as the robustness under symmetric departures from component normality of these estimators. Our results indicate that the estimator based on Rao's… Expand
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