Estimation and prediction for mixtures of the exponential distribution

AUTOR(ES)
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.

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