通过矩生成函数推导混合分布

IF 1 Q3 Mathematics

Journal of Statistical Theory and Applications Pub Date : 2020-09-01 DOI:10.2991/jsta.d.200826.001

S. Bagui, Jia Liu, S. Zhang

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引用次数: 0

摘要

本文旨在利用矩生成函数(mgfs)从分层模型中导出混合分布的密度。当混合分布的mgf不存在时，可以将该方法推广到特征函数来推导混合密度。这篇文章使用了加州洛杉矶埃斯科瓦尔的E.R.维拉给出的结果。Stat. 60(2006)， 75-80。目前的工作补充E.R.维拉，洛杉矶埃斯科瓦尔，美国。Stat. 60(2006)， 75-80条，有许多新的例子。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Deriving Mixture Distributions Through Moment-Generating Functions

This article aims to make use of moment-generating functions (mgfs) to derive the density of mixture distributions from hierarchical models. When the mgf of a mixture distribution doesn’t exist, one can extend the approach to characteristic functions to derive the mixture density. This article uses a result given by E.R. Villa, L.A. Escobar, Am. Stat. 60 (2006), 75–80. The present work complements E.R. Villa, L.A. Escobar, Am. Stat. 60 (2006), 75–80 article with many new examples.

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来源期刊

Journal of Statistical Theory and Applications STATISTICS & PROBABILITY-

CiteScore

2.30

自引率

0.00%

发文量

审稿时长

13 weeks