The problem of approximating mixtures of distributions has received considerable attention recently. In this paper we consider problems of estimating the mixing proportions of a finite mixture from a Bayesian perspective. The problems which arise from this methodology are basically approximations of finite measures of distributions. We propose two approximating methods and prove that under certain conditions both methods are asymptotically equivalent to a third method, which turns out to be simpler and computationally more efficient than the others. The paper concludes with a simulation study which analyses the goodness of the three methods with respect to the exact solution.
@article{urn:eudml:doc:40552,
title = {Inferencia bayesiana en mixturas: m\'etodos aproximados.},
journal = {Trabajos de Estad\'\i stica},
volume = {6},
year = {1991},
pages = {89-106},
zbl = {0739.62022},
language = {es},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40552}
}
Caro, Enrique; Domínguez, Juan Ignacio; Girón, Francisco Javier. Inferencia bayesiana en mixturas: métodos aproximados.. Trabajos de Estadística, Tome 6 (1991) pp. 89-106. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40552/