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Estimation and prediction for mixtures of the exponential distribution

Let x be a random variable whose distribution is an unknown mixture of exponentials with different means θ. From a random sample x(1),...,x(n) of x values we show that E(θǀx > a) can be estimated for any given a > 0. We can therefore predict the average of all future observations taken on thos...

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Bibliographic Details
Published in:Proc Natl Acad Sci U S A
Main Author: Robbins, Herbert
Format: Artigo
Language:Inglês
Published: National Academy of Sciences 1980
Subjects:
Online Access:https://ncbi.nlm.nih.govhttps://pmc.ncbi.nlm.nih.gov/articles/PMC349402/
https://ncbi.nlm.nih.govhttps://pubmed.ncbi.nlm.nih.gov/16592815/
https://ncbi.nlm.nih.govhttps://doi.org/10.1073/pnas.77.5.2382
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