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Abstract

The problem considered in the present paper is estimation of mixing proportions of mixtures of two (known) distributions by using the minimum weighted square distance (MWSD) method. The two classes of smoothed and unsmoothed parametric estimators of mixing proportion proposed in a sense of MWSD due to Wolfowitz(1953) in a mixture model F(x)=p (x)+(1-p) (x) based on three independent and identically distributed random samples of sizes n and , =1,2 from the mixture and two component populations. Comparisons are made based on their derived mean square errors (MSE). The superiority of smoothed estimator over unsmoothed one is established theoretically and also conducting Monte-Carlo study in sense of minimum mean square error criterion. Large sample properties such as rates of a.s. convergence and asymptotic normality of these estimators are also established. The results thus established here are completely new in the literature.

Keywords

mixture of distributions mixing proportion smoothed MWSD estimation mean square error optimal band width.

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Author Biography

Satish Konda, Aurora's college

Associate Professor,

Department of Statistics

How to Cite
Konda, S., K.L., M., & Y.S., R. (2021). On Smoothed MWSD Estimation of Mixing Proportion. Pakistan Journal of Statistics and Operation Research, 17(4), 971-982. https://doi.org/10.18187/pjsor.v17i4.2512
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