Maximum likelihood estimation for mixtures
David L. Hill, Roy Saunders, Purushottam W. Laud · Canadian Journal of Statistics · 1980
Abstract This paper studies maximum likelihood estimation of mixing probabilities ρk, k ≥ l, when the data have a density of the form g = Σpkfkfor known densitiesfk. An application to the shock model of Esary, Marshall and Proschan (1973) is considered in some detail. A simulation study which compares the maximum likelihood estimator to other available estimators for the case of finite mixtures is summarized.