Estimating Parameters from Mixed Samples
研究如何从两个不同总体混合而成的样本中估计两个总体的参数，提出了一致估计量并推导其渐近联合分布，通过蒙特卡洛模拟和渐近方差比较了与极大似然估计和矩估计的表现。
Abstract Assume that a sample is a mixture of two samples from two different populations with distributions Fθ1 and Fθ2 . Given the form of Fθ , estimators of θ1 and θ2 are introduced. It is shown that the estimators are consistent and their asymptotic joint distribution is derived. The suggested estimators are compared with the maximum likelihood estimators and the method of moments estimators. For small sample sizes the comparison is done by a Monte Carlo study. For large sample sizes the estimators are assessed by numerically computing their asymptotic variances.