Mixtures of Exponential Distributions
Jewell, Nicholas P.
Ann. Statist., Tome 10 (1982) no. 1, p. 479-484 / Harvested from Project Euclid
Arbitrary nonparametric mixtures of exponential and Weibull (fixed shape) distributions are considered as possible models for a lifetime distribution. A characterization of such distributions is given by the well-known characterization of Laplace transforms. The maximum likelihood estimate of the mixing distribution is investigated and found to be supported on a finite number of points. It is shown to be unique and weakly convergent to the true mixing measure with probability one. A practical algorithm for computing the maximum likelihood estimate is described. Its performance is briefly discussed and some illustrative examples given.
Publié le : 1982-06-14
Classification:  Mixtures,  survival distributions,  Weibull distributions,  exponential distributions,  maximum likelihood,  consistency,  EM algorithm,  62G05,  62N05
@article{1176345789,
     author = {Jewell, Nicholas P.},
     title = {Mixtures of Exponential Distributions},
     journal = {Ann. Statist.},
     volume = {10},
     number = {1},
     year = {1982},
     pages = { 479-484},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345789}
}
Jewell, Nicholas P. Mixtures of Exponential Distributions. Ann. Statist., Tome 10 (1982) no. 1, pp.  479-484. http://gdmltest.u-ga.fr/item/1176345789/