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Estimating the Mixing Proportion of Mixture of two Chi-Square Distributions |
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PP: 753-759 |
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doi:10.18576/amis/120410
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Author(s) |
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Parviz Nasiri,
AmirAbbas Azarian,
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Abstract |
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| 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. |
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