A simple identification proof for a mixture of two univariate normal distributionsMeijer, E. & Ypma, J. Y., Jun-2008, In : Journal of Classification. 25, 1, p. 113-123 11 p.
Research output: Contribution to journal › Article › Academic › peer-review
A simple proof of the identification of a mixture of two univariate normal distributions is given. The proof is based on the equivalence of local identification with positive definiteness of the information matrix and the equivalence of the latter to a condition on the score vector that is easily checked for this model. Two extensions using the same line of proof are also given.
|Number of pages||11|
|Journal||Journal of Classification|
|Publication status||Published - Jun-2008|
- finite mixtures, information matrix, exponential family, mixture regression, FINITE MIXTURES, IDENTIFIABILITY, MODELS