Estimation and prediction for mixtures of the exponential distribution
AUTOR(ES)
Robbins, Herbert
RESUMO
Let x be a random variable whose distribution is an unknown mixture of exponentials with different means θ. From a random sample x1,...,xn of x values we show that E(θǀx > a) can be estimated for any given a > 0. We can therefore predict the average of all future observations taken on those x values in the sample that exceed a.
ACESSO AO ARTIGO
http://www.pubmedcentral.nih.gov/articlerender.fcgi?artid=349402Documentos Relacionados
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