Deriving Mixture Distributions Through Moment-Generating Functions
This article aims to make use of moment-generating functions (mgfs) to derive the density of mixture distributions from hierarchical models. When the mgf of a mixture distribution doesn't exist, one can extend the approach to characteristic functions to derive the mixture density. This arti...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Atlantis Press
2020-09-01
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Series: | Journal of Statistical Theory and Applications (JSTA) |
Subjects: | |
Online Access: | https://www.atlantis-press.com/article/125944282/view |