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ON IDENTIFIABILITY OF MIXTURES OF INDEPENDENT DISTRIBUTION LAWS, .

Publication ,  Journal Article
Kovtun, M; Akushevich, I; Yashin, A
Published in: ESAIM. Probability and statistics = Probabilites et statistique : P & S
January 2014

We consider representations of a joint distribution law of a family of categorical random variables (i.e., a multivariate categorical variable) as a mixture of independent distribution laws (i.e. distribution laws according to which random variables are mutually independent). For infinite families of random variables, we describe a class of mixtures with identifiable mixing measure. This class is interesting from a practical point of view as well, as its structure clarifies principles of selecting a "good" finite family of random variables to be used in applied research. For finite families of random variables, the mixing measure is never identifiable; however, it always possesses a number of identifiable invariants, which provide substantial information regarding the distribution under consideration.

Duke Scholars

Published In

ESAIM. Probability and statistics = Probabilites et statistique : P & S

DOI

EISSN

1262-3318

ISSN

1292-8100

Publication Date

January 2014

Volume

18

Start / End Page

207 / 232

Related Subject Headings

  • 4905 Statistics
  • 4901 Applied mathematics
  • 0104 Statistics
  • 0102 Applied Mathematics
 

Citation

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Chicago
ICMJE
MLA
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Kovtun, M., Akushevich, I., & Yashin, A. (2014). ON IDENTIFIABILITY OF MIXTURES OF INDEPENDENT DISTRIBUTION LAWS, .. ESAIM. Probability and Statistics = Probabilites et Statistique : P & S, 18, 207–232. https://doi.org/10.1051/ps/2011166
Kovtun, Mikhail, Igor Akushevich, and Anatoliy Yashin. “ON IDENTIFIABILITY OF MIXTURES OF INDEPENDENT DISTRIBUTION LAWS, ..” ESAIM. Probability and Statistics = Probabilites et Statistique : P & S 18 (January 2014): 207–32. https://doi.org/10.1051/ps/2011166.
Kovtun M, Akushevich I, Yashin A. ON IDENTIFIABILITY OF MIXTURES OF INDEPENDENT DISTRIBUTION LAWS, .. ESAIM Probability and statistics = Probabilites et statistique : P & S. 2014 Jan;18:207–32.
Kovtun, Mikhail, et al. “ON IDENTIFIABILITY OF MIXTURES OF INDEPENDENT DISTRIBUTION LAWS, ..” ESAIM. Probability and Statistics = Probabilites et Statistique : P & S, vol. 18, Jan. 2014, pp. 207–32. Epmc, doi:10.1051/ps/2011166.
Kovtun M, Akushevich I, Yashin A. ON IDENTIFIABILITY OF MIXTURES OF INDEPENDENT DISTRIBUTION LAWS, .. ESAIM Probability and statistics = Probabilites et statistique : P & S. 2014 Jan;18:207–232.
Journal cover image

Published In

ESAIM. Probability and statistics = Probabilites et statistique : P & S

DOI

EISSN

1262-3318

ISSN

1292-8100

Publication Date

January 2014

Volume

18

Start / End Page

207 / 232

Related Subject Headings

  • 4905 Statistics
  • 4901 Applied mathematics
  • 0104 Statistics
  • 0102 Applied Mathematics