Estimating location parameters in a mixture

Abstract

The problem of estimating the parameters in a finite mixture is considered. The approach is based on an integral equation formulation of the form h sub t (x) = integral (limits b and a) f(x-y) g sut t (y)dy where h sub t is a smoothed version of h and g sub t is a prior function that tends to be concentrated on the translation values. A solution for g sub t that uses the method of regularization and one based on a posterior operator approach is considered. Numerical simulations are presented to bring out some of the estimation and numerical problems of these approaches.