On location mixtures with Pólya frequency components

We consider the problem of mixing k random variables where each of the k components results from shifting a common random variable X0 with a certain probability. We show that if X0 admits a density that is a Pólya frequency function with E[X0]=0, then k, a1,…,ak and π1,…,πk are identifiable for any k≥1. We discuss how log-concave maximum likelihood can be used to estimate the mixed and the unknown density f0 when the latter is symmetric.

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Year of publication:	2014
Authors:	Balabdaoui, Fadoua ; Butucea, Cristina
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 95.2014, C, p. 144-149
Publisher:	Elsevier
Subject:	Identifiability \| Laplace transform \| Log-concave \| Maximum likelihood \| Pólya frequency function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011039821