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)
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".
Arguments
x
Sample. Vector containing values >0.
Author
Yves Deville
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.