Estimation of Parameters of a Finite Mixture of Distributions
Ahsanul Kabir · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1968
Summary This paper is concerned with the estimation of the parameters of a finite mixture of distributions. The components of the mixture are assumed to belong to a subset of the exponential family of distributions. A procedure for estimation has been developed and the resulting estimators are shown to be consistent and asymptotically normally distributed. Finally, as applications, mixtures of two binomial and two exponential distributions have been considered.