Estimation of parameters of a mixture distribution using quantile functions
Sanjeev V. Sabnis, B. K. Kale · Model Assisted Statistics and Applications · 2014
Suppose a sample of size n is drawn from a mixture distribution F ( x ) = δ F 1 ( x ) + ( 1 − δ ) F 2 ( x ) where component distribution functions F 1 ( x ) and F 2 ( x ) are such that F 1 ( x ) is stochastically smaller than F 2 ( x ) . Out of these