Mixtures of power series distributions: identifiability via uniqueness in problems of moments

We treat the identifiability problem for mixtures involving power series distributions. Applying an idea of Sapatinas (Ann Inst Stat Math 47:447–459, 1995) we prove and elaborate that a mixture distribution is identifiable if a certain Stieltjes problem of moments has a unique solution while a non-u...

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Veröffentlicht in:Annals of the Institute of Statistical Mathematics 2011-04, Vol.63 (2), p.291-303
Hauptverfasser: Stoyanov, Jordan, Lin, Gwo Dong
Format: Artikel
Sprache:eng
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Zusammenfassung:We treat the identifiability problem for mixtures involving power series distributions. Applying an idea of Sapatinas (Ann Inst Stat Math 47:447–459, 1995) we prove and elaborate that a mixture distribution is identifiable if a certain Stieltjes problem of moments has a unique solution while a non-uniqueness leads to a non- identifiable mixture. We describe explicitly models of identifiable mixtures and models of non-identifiable mixtures. Illustrative examples and comments on related questions are also given.
ISSN:0020-3157
1572-9052
DOI:10.1007/s10463-009-0221-9