Estimating the Mixing Proportion of Mixture of two Chi-Square Distributions

Authors

Parviz Nasiri, Department of Statistics, University of Payam Noor, 19395-4697 Tehran, I.R. IranFollow
AmirAbbas Azarian, Department of Statistics, University of Payam Noor, 19395-4697 Tehran, I.R. IranFollow

Author Country (or Countries)

I.R. Iran

Abstract

In mixture distributions, mixing parameter is an important parameter. In this paper we estimate this parameter in mixture of two chi-square distributions using method of moments, EM-algorithm and Bayesian approach. These estimators are compared empirically; and their bias is investigated using numerical techniques. At the end, we conjecture that EM-algorithm is better than method of moments, but bayesian approach is better than method of moments and EM-algorithm. Analysis of a real data set is considered for illustrative purposes.

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/amis/120410

Recommended Citation

Nasiri, Parviz and Azarian, AmirAbbas (2018) "Estimating the Mixing Proportion of Mixture of two Chi-Square Distributions," Applied Mathematics & Information Sciences: Vol. 12: Iss. 4, Article 10.
DOI: http://dx.doi.org/10.18576/amis/120410
Available at: https://digitalcommons.aaru.edu.jo/amis/vol12/iss4/10