A Criterion for Extending Continuous-Mixture Identifiability Results
By: Michael R. Powers, Jiaxin Xu
Potential Business Impact:
Helps scientists understand Earth's risks better.
Mixture distributions provide a versatile and widely used framework for modeling random phenomena, and are particularly well-suited to the analysis of geoscientific processes and their attendant risks to society. For continuous mixtures of random variables, we specify a simple criterion - generating-function accessibility - to extend previously known kernel-based identifiability (or unidentifiability) results to new kernel distributions. This criterion, based on functional relationships between the relevant kernels' moment-generating functions or Laplace transforms, may be applied to continuous mixtures of both discrete and continuous random variables. To illustrate the proposed approach, we present results for several specific kernels, in each case briefly noting its relevance to research in the geosciences and/or related risk analysis.
Similar Papers
Dirichlet kernel density estimation for strongly mixing sequences on the simplex
Statistics Theory
Helps understand changing market shares over time.
Assessing Risk Heterogeneity through Heavy-Tailed Frequency and Severity Mixtures
Methodology
Finds hidden risks in money problems.
Identifiable factor analysis for mixed continuous and binary variables based on the Gaussian-Grassmann distribution
Methodology
Finds hidden patterns in mixed data.