Abstract
Equally weighted mixture models are recommended for situations where it is required to draw precise finite sample inferences requiring population parameters, but where the population distribution is not constrained to belong to a simple parametric family. They lead to an alternative procedure to the Laird-DerSimonian maximum likelihood algorithm for unequally weighted mixture models. Their primary purpose lies in the facilitation of exact Bayesian computations via importance sampling. Under very general sampling and prior specifications, exact Bayesian computations can be based upon an application of importance sampling, referred to as Permutable Bayesian Marginalization (PBM). An importance function based upon a truncated multivariatet-distribution is proposed, which refers to a generalization of the maximum likelihood procedure. The estimation of discrete distributions, by binomial mixtures, and inference for survivor distributions, via mixtures of exponential or Weibull distributions, are considered. Equally weighted mixture models are also shown to lead to an alternative Gibbs sampling methodology to the Lavine-West approach.
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Leonard, T., Hsu, J.S.J., Tsui, KW. et al. Bayesian and likelihood inference from equally weighted mixtures. Ann Inst Stat Math 46, 203–220 (1994). https://doi.org/10.1007/BF01720581
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DOI: https://doi.org/10.1007/BF01720581