Efficiency of conditional maximum likelihood estimators and confidence limits for mixtures of exponential families
Ishwar V. Basawa · Biometrika · 1981
In a previous paper (Basawa, 1981) efficient conditional tests were discussed for mixture experiments involving dependent observations. The present paper is devoted to a study of the performance, in large samples, of a conditional maximum likelihood estimator and of a confidence limit for a parameter in a model specified by a mixture of a two-parameter exponential family. The conditional estimator proposed in the paper is free from the mixing distribution, and is efficient for all reasonable mixing distributions.