Empirical likelihood ratio based confidence intervals for mixture proportions Journal Article

  


Author: Qin, J.
Article Title: Empirical likelihood ratio based confidence intervals for mixture proportions
Abstract: We consider the problem of estimating a mixture proportion using data from two different distributions as well as from a mixture of them. Under the model assumption that the log-likelihood ratio of the two densities is linear in the observations, we develop an empirical likelihood ratio based statistic for constructing confidence intervals for the mixture proportion. Under some regularity conditions, it is shown that this statistic converges to a chi-squared random variable. Simulation results indicate that the performance of this statistic is satisfactory. As a by-product, we give estimators for the two distribution functions. Connections with case-control studies and discrimination analysis are pointed out.
Keywords: case-control studies; mixture models; empirical likelihood; chi-squared distribution; exponential tilt models; logistic function
Journal Title: Annals of Statistics
Volume: 27
Issue: 4
ISSN: 0090-5364
Publisher: Institute of Mathematical Statistics  
Date Published: 1999-08-01
Start Page: 1368
End Page: 1384
Language: English
PROVIDER: scopus
DOI/URL:

https://www.scopus.com/inward/record.uri?eid=2-s2.0-0033236909&partnerID=40&md5=9ef6dcb7d33bed8ec28744b24ee696a5
Notes: Article -- Export Date: 16 August 2016 -- Source: Scopus