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The identifiability of mixtures of distributions

Published online by Cambridge University Press:  14 July 2016

G. M. Tallis*
Affiliation:
C.S.I.R.O., New South Wales 2042

Extract

This paper considers aspects of the following problem. Let F(x, θ) be a distribution function, d.f., in x for all θ and a Borel measurable function of θ. Define the mixture (Robbins (1948)), where Φ is a d.f., then it is of interest to determine conditions under which F(x) and F(x, θ) uniquely determine Φ. If there is only one Φ satisfying (1), F is said to be an identifiable mixture. Usually a consistency assumption is used whereby it is presumed that there exists at least one solution to (1).

Type
Research Papers
Copyright
Copyright © Sheffield: Applied Probability Trust 

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References

Kantorovich, L. V. and Krylov, V. I. (1959) Approximate Methods of Higher Analysis. Translated by Benster, C. D. Noordhoff, Groningen.Google Scholar
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