Accession Number : ADA183818

Title :   Estimation in Parametric Mixture Families.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s) : Gelfand,Alan E

PDF Url : ADA183818

Report Date : 18 Aug 1987

Pagination or Media Count : 22

Abstract : For parametric mixture distributions indexed by say a univariate parameter Theta we investigate estimation of g theta under squared error loss. First we propose a method for uniformly improving upon an unbaised estimator of g theta. Second we characterize Bayes estimators of g theta and give a simple complete class theorem. Finally we study the performance of empirical Bayes rules generated using the EM algorithm. Application in the context of the noncentral chi-square distribution provides examples.

Descriptors :   *STATISTICAL DISTRIBUTIONS, *CHI SQUARE TEST, ESTIMATES, ALGORITHMS, BAYES THEOREM, MIXTURES, PARAMETRIC ANALYSIS, VARIATIONS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE