Renext (version 2.0-0)

mom.mixexp2: Moment estimation for the mixture of two exponential distributions

Description

Compute the moment estimation for the tree parameters of the mixture of two exponential distributions

Usage

mom.mixexp2(x)

Arguments

x

Sample. Vector containing values >0.

Value

• A list with elements
• estimate
  A vector with named elements "prob1", "rate1" and "rate2". When the moment estimators are not valid (negative or complex rates), a vector of three NA is returned.
• method
  Character "moments"

Details

The three parameters (probability and the two rates) are computed from the first three moments (theoretical and sample). It can be shown that the inverse rates are obtained solving a quadratic equation. However the roots can be negative or complex and the estimates are not valid ones.

References

Paul R. Rider. The Method of Moments Applied to a Mixture of Two Exponential Distributions. Ann. Math. Statist. Vol. 32, Number 1 (1961), 143-147.

See Also

See ini.mixexp2 for a more versatile initial estimation.

Examples

x <- rmixexp2(n = 100, prob1 = 0.5, rate1 = 1.0, rate2 = 3.0)
est <- mom.mixexp2(x)