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Zbl 1169.62011
Hussein, A.; Liu, J.
Parametric estimation of mixtures of two uniform distributions. (English)
[J] J. Stat. Comput. Simulation 79, No. 4, 395-410 (2009). ISSN 0094-9655

Summary: We consider a mixture of two uniform distributions and derive L-moment estimators of its parameters. Three possible ways of mixing two uniforms, namely with neither overlap nor gap, with overlap, and with gap, are studied. The performance of these L-moment estimators in terms of bias and efficiency is compared to that obtained by means of the conventional method of moments (MM), modified maximum likelihood (MML) method and the usual maximum likelihood (ML) method. The intensive simulations reveal that MML estimators are the best in most of the cases, and the L-moment estimators are less subject to bias in estimation for some mixtures and more efficient in most of the cases than the conventional MM estimators. The L-moment estimators are, in some cases, more efficient than the ML and MML estimators.

MSC 2000:: *62F10 Point estimation
65C60 Computational problems in statistics

Keywords: L-moments; method of moments; maximum likelihood; modified maximum likelihood; finite mixtures; uniform distribution; tables

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Zentralblatt MATH Berlin [Germany]