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A note on a consistent estimator of a mixing distribution function

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Summary

In this note, we will study a consistent estimator of a mixing distribution function (mixing d.f.). The estimator discussed in this note is that of Choi and Bulgren [4]. Since there is some doubt about the way of proving Lemma in [4] which is used for showing the consistency of the estimator in [2], [3] and [4], we will give different lemmas. We will show that their result (which is still true by using our lemmas) holds under a weaker assumption than theirs. The existence of the estimator is not discussed in [4]. So, we will give conditions under which the existence is guaranteed.

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References

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Authors and Affiliations

  1. Ryukyu University, Okinawa, Japan

    Jōgi Henna

Authors
  1. Jōgi Henna
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Additional information

The research was supported in part by Scientific Research Fund from the Ministry of Education of Japan. No. 564076.

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Henna, J. A note on a consistent estimator of a mixing distribution function. Ann Inst Stat Math 35, 229–233 (1983). https://doi.org/10.1007/BF02480978

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  • DOI: https://doi.org/10.1007/BF02480978

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