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Deriving Mixture Distributions Through Moment-Generating Functions
Journal article   Open access   Peer reviewed

Deriving Mixture Distributions Through Moment-Generating Functions

Subhash Bagui, Jia Liu and Shen Zhang
Journal of statistical theory and applications, Vol.19(3), pp.383-390
09/2020
Web of Science ID: WOS:000581593300003

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Abstract

This article aims to make use of moment-generating functions (mgfs) to derive the density of mixture distributions from hierarchical models. When the mgf of a mixture distribution doesn’t exist, one can extend the approach to characteristic functions to derive the mixture density. This article uses a result given by E.R. Villa, L.A. Escobar, Am. Stat. 60 (2006), 75–80. The present work complements E.R. Villa, L.A. Escobar, Am. Stat. 60 (2006), 75–80 article with many new examples.
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