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Author Country (or Countries)

I.R. Iran

Abstract

In mixture distributions, mixing parameter is an important parameter. In this paper we estimate this parameter in mixture of two chi-square distributions using method of moments, EM-algorithm and Bayesian approach. These estimators are compared empirically; and their bias is investigated using numerical techniques. At the end, we conjecture that EM-algorithm is better than method of moments, but bayesian approach is better than method of moments and EM-algorithm. Analysis of a real data set is considered for illustrative purposes.

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/amis/120410

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