A note on information loss in analyzing a mixture model of count data

Dyt Fong, PAUL S. F. YIP · Communication in Statistics- Theory and Methods · 1995

In this note we consider estimation of a mixture model of count data which is composed of two discrete random variables. Conditional and unconditional estimation procedures are given for estimating the unknown parameter(s) of interest using the likelihood function. Asymptotic relative efficiencies are given to examine the amount of information loss in using the two estimation procedures. Specifically, we study the change in asymptotic relative efficiency, if any, in different parameter settings.

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