Bayes estimates of mixing proportions in finite mixture distributions |
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Authors: | M Rajagopalan A Loganathan |
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Institution: | Department of Statistics , Annamalai University , India |
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Abstract: | With reference to the problem of estimating the mixing proportions in a finite mixture distribution with known components, employing Dirichlet prior, closed form expressions for the posterior means and variances are obtained. To avoid the difficulties in computing the estimates, an approximation procedure is introduced. Numerical studies carried out for normal mixtures indicate the closeness of the approximations and their superiority over the maximum likelihood estimates at least in the case of small samples. |
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Keywords: | mixing parameters Bayes estimates normal mixture simulation studies |
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