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Statistics and Computing

, Volume 21, Issue 4, pp 601–612 | Cite as

Generalized EM estimation for semi-parametric mixture distributions with discretized non-parametric component

  • Jun MaEmail author
  • Sigurbjorg Gudlaugsdottir
  • Graham Wood
Article

Abstract

We consider independent sampling from a two-component mixture distribution, where one component (called the parametric component) is from a known distributional family and the other component (called the non-parametric component) is unknown. This is a semi-parametric mixture distribution. We discretize the non-parametric component and estimate the parameters of this mixture model, namely the mixing proportion, the unknown parameters of the parametric component and the discretized non-parametric component. We define the maximum penalized likelihood (MPL) estimates of the mixture model parameters and then develop a generalized EM (GEM) iterative scheme to compute the MPL estimates. A simulation study and an example from biology are presented.

Keywords

Semi-parametric mixture model Maximum penalized likelihood Roughness penalty Generalized EM 

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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  • Jun Ma
    • 1
    Email author
  • Sigurbjorg Gudlaugsdottir
    • 1
  • Graham Wood
    • 1
  1. 1.Department of StatisticsMacquarie UniversitySydneyAustralia

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