Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151681 | Statistics & Probability Letters | 2014 | 6 Pages |
Abstract
We consider the problem of mixing k random variables where each of the k components results from shifting a common random variable X0 with a certain probability. We show that if X0 admits a density that is a Pólya frequency function with E[X0]=0, then k, a1,â¦,ak and Ï1,â¦,Ïk are identifiable for any kâ¥1. We discuss how log-concave maximum likelihood can be used to estimate the mixed and the unknown density f0 when the latter is symmetric.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Fadoua Balabdaoui, Cristina Butucea,