Finite mixtures of distributions with common central moments
Let ℱ = {F} be a family of n-variate cumulative distribution functions (c.d.f.'s). If F₁...,F(k) belong to ℱ and P₁,...,P(k) are positive numbers that sum to 1, then the convex combination M(x₁ ,. . . , x(n)) = [formula omitted](x₁,...,x(n)) is called a finite mixture generated by ℱ. The F₁,…,...
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| Language: | English |
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University of British Columbia
2011
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| Online Access: | http://hdl.handle.net/2429/37425 |