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Mixtures of power series distributions: identifiability via uniqueness in problems of moments

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Abstract

We treat the identifiability problem for mixtures involving power series distributions. Applying an idea of Sapatinas (Ann Inst Stat Math 47:447–459, 1995) we prove and elaborate that a mixture distribution is identifiable if a certain Stieltjes problem of moments has a unique solution while a non-uniqueness leads to a non- identifiable mixture. We describe explicitly models of identifiable mixtures and models of non-identifiable mixtures. Illustrative examples and comments on related questions are also given.

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Correspondence to Jordan Stoyanov.

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Stoyanov, J., Lin, G.D. Mixtures of power series distributions: identifiability via uniqueness in problems of moments. Ann Inst Stat Math 63, 291–303 (2011). https://doi.org/10.1007/s10463-009-0221-9

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  • DOI: https://doi.org/10.1007/s10463-009-0221-9

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