IEEE Transactions on Information Theory · 1981 · 54 citations · 10 references
Natural SciencesMathematicsProbability TheoryStatisticsStochastic ProcessesProbability DistributionsStatistical InferenceFinite Mixture ModelsMixture DistributionsMixture ModelMultivariate DistributionsNegative Binomial DistributionNegative Binomial ModelsUnivariate Analysis
Finite mixtures of the following ten families of univariate distributions are shown to be identifiable: logarithmic series, discrete rectangular, rectangular, first law of Laplace, noncentral <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">X^{2}</tex> , logistic, generalized logistic, generalized hyperbolic-secant, inverse Gaussian, and random walk. A generalized version of a theorem given by Teicher is used to show that the finite mixtures of the following multivariate distributions are also identifiable: negative binomial, logarithmic series, Poisson, normal, inverse Gaussian, and random walk.
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Identifiability of Finite Mixtures
Henry Teicher · The Annals of Mathematical Statistics · 1963 · 537 citations · Full text