Some Comparisons of the Method of Moments and the Method of Maximum Likelihood in Estimating Parameters of a Mixture of Two Normal Densities
- 1 September 1972
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 67 (339) , 702
- https://doi.org/10.2307/2284472
Abstract
Assuming common variance, the moment estimators of a mixture of two normal densities are obtained. The asymptotic covariance matrix of the moment estimators and the information matrix are then derived and hence the efficiency of the moment method computed.Keywords
This publication has 0 references indexed in Scilit: