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Uniqueness in the method of moments for mixtures of two normal distributions

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Abstract

By studying uniqueness, we show that Pearson's method of moments for mixtures of two normal distributions must be completed. We then invert a second set of moment equations, which is constructed to complete the classical system of moments. We are thus able to stabilize the method.

Translated title of the contributionUnicité dans la méthode des moments pour les mélanges de deux distributions normales
Original languageEnglish
Pages (from-to)89-94
Number of pages6
JournalComptes Rendus Mathematique
Volume336
Issue number1
DOIs
Publication statusPublished - 1 Jan 2003
Externally publishedYes

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