Comments and Queries Comment on “An Estimation Procedure for Mixtures of Distributions” by Choi and Bulgren
对 Choi 与 Bulgren《分布混合的估计程序》的评论
Summary Choi and Bulgren's (1968) estimator for the mixing measure of a mixture of known distributions is biased in small samples; a variant of their estimator has a much smaller bias, and a smaller mean squared error, for mixtures of normal distributions differing in mean. The maximum-likelihood estimator is shown to be more computable than Choi and Bulgren suggest. Estimation is much more difficult when the component distributions are unknown; for example, a mixture of two…