Functional moments estimators analysis by the Monte-Carlo method for model of mixture with varying concentrations
DOI:
https://doi.org/10.24297/jam.v14i1.6475Keywords:
Monte-Carlo method, mixture with varying concentrations, adaptive estimator, improved estimatorAbstract
The functional moments estimation by the sample from the mixture with varying concentrations is studied. The problem of efficiency the simple linear estimator with fixed weight against the adaptive or improved estimators with random weight is considered. By the Monte-Carlo method it is shown that simple linear estimator is better for small sample sizes, but for large samples the adaptive and improved estimators are more efficient.
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References
1. R. E. Maıboroda (1996) Estimation of the distributions of the components of mixtures having varying concentrations, Ukrain. Matem. Zh. 48, no. 4, 562–566; English transl. in Ukrainian Math. J. 48 (1996), no. 4, 618–622.
2. Kubaychuk O. O. (2002) Estimation of moments by observations from mixtures with varying concentrations // Theory of Stochastic Processes. Vol. 8(24), no.3–4.– P. 226 – 232.
3. R. Maıboroda and O. Kubaıchuk (2003) Asymptotic normality of improved weighted empirical distribution functions, Teor. Imovirnost. ta Matem. Statist. 69, 89–95; English transl. In Theor. Probability and Math. Statist. 69 (2004), 95–102.
4. Kubaychuk, O.O. (2003): Estimation of moments from mixtures using the corrected weighted empirical distribution functions. Visnyk KNU, Ser. Matematika. Mekhanika, 9, 48–52. (Ukrainian).
2. Kubaychuk O. O. (2002) Estimation of moments by observations from mixtures with varying concentrations // Theory of Stochastic Processes. Vol. 8(24), no.3–4.– P. 226 – 232.
3. R. Maıboroda and O. Kubaıchuk (2003) Asymptotic normality of improved weighted empirical distribution functions, Teor. Imovirnost. ta Matem. Statist. 69, 89–95; English transl. In Theor. Probability and Math. Statist. 69 (2004), 95–102.
4. Kubaychuk, O.O. (2003): Estimation of moments from mixtures using the corrected weighted empirical distribution functions. Visnyk KNU, Ser. Matematika. Mekhanika, 9, 48–52. (Ukrainian).
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Published
2018-01-27
How to Cite
Oksana, K. (2018). Functional moments estimators analysis by the Monte-Carlo method for model of mixture with varying concentrations. JOURNAL OF ADVANCES IN MATHEMATICS, 14(1), 7446–7451. https://doi.org/10.24297/jam.v14i1.6475
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