Testing for the number of components in a mixture of normal distributions using moment estimators

1994 ◽  
Vol 17 (5) ◽  
pp. 473-492 ◽  
Author(s):  
W.David Furman ◽  
Bruce G. Lindsay
2021 ◽  
Vol 53 (1) ◽  
pp. 162-188
Author(s):  
Krzysztof Bartoszek ◽  
Torkel Erhardsson

AbstractExplicit bounds are given for the Kolmogorov and Wasserstein distances between a mixture of normal distributions, by which we mean that the conditional distribution given some $\sigma$ -algebra is normal, and a normal distribution with properly chosen parameter values. The bounds depend only on the first two moments of the first two conditional moments given the $\sigma$ -algebra. The proof is based on Stein’s method. As an application, we consider the Yule–Ornstein–Uhlenbeck model, used in the field of phylogenetic comparative methods. We obtain bounds for both distances between the distribution of the average value of a phenotypic trait over n related species, and a normal distribution. The bounds imply and extend earlier limit theorems by Bartoszek and Sagitov.


2021 ◽  
Vol 2 (1) ◽  
Author(s):  
Anthony Orlando

Background: Results from a clinical trial can either support the efficacy and safety of a new compound or fail to provide such evidence. One reason for ‘non[1]positive’ result is due to the underlying assumption of normality and homogeneity of variances, which are quite often violated when analyzing data from clinical trials, despite randomization. A question of interest is can we obtain more informative results when using mixture of normal distributions or linear models (MLMs) in such cases. Introduction: MLM can be used when traditional methods fail. MLMs “search” within the variability in data to identify components or subgroups of individuals (also known as latent classes) who have common intercepts and common slopes of change in a variable/endpoint of interest but whose intercepts and slopes are different from other subsets of patients. Thus, MLMs can be used to identify subgroups of patients exhibiting differential response to treatment within each treatment arm. The purpose of our study was to examine the usefulness of using MLM in such circumstances. Methods: Data of 155 subjects taken from a Multicenter, randomized, double blind, placebo controlled trial that evaluated the efficacy of Cpn10, administered twice weekly subcutaneously to treat Rheumatoid Arthritis was taken to evaluate the usefulness of MLM. The primary efficacy measure ACR20 was analyzed using a 3-step process: first, MLM was used to estimate RA duration using a 3-component model. The second step took the results of the first step to inform the logistic model and its analyses. Model was fitted with an intercept, MLM components, treatment arm, RA duration (linear and quadratic), dose response (modeled as an interaction effect), age and baseline weight. LOCF was used to impute for missing data. Data was analyzed using MLM and SAS v 9.0. Results: The model was a good fit to the data with a likelihood ratio significant at p=0.026, and a significant increase in the -2log L. We also observed low p-values for those variables that were non normal. Overall and for the 75 mg dose, Cpn 10 was efficacious relative to placebo, p<0.050. We also observed that dose response was significant at p><0.15 Conclusion: The use of MLM adds value because it can be used to understand the disease experience or the value of treatment when traditional statistical methods cannot. Key words: Mixture of linear models, normality, entropy.


2020 ◽  
Vol 45 (4) ◽  
pp. 823-831 ◽  
Author(s):  
Søren Wichmann

The terms “language” and “dialect” are ingrained, but linguists nevertheless tend to agree that it is impossible to apply a non-arbitrary distinction such that two speech varieties can be identified as either distinct languages or two dialects of one and the same language. A database of lexical information for more than 7,500 speech varieties, however, unveils a strong tendency for linguistic distances to be bimodally distributed. For a given language group the linguistic distances pertaining to either cluster can be teased apart, identifying a mixture of normal distributions within the data and then separating them fitting curves and finding the point where they cross. The thresholds identified are remarkably consistent across data sets, qualifying their mean as a universal criterion for distinguishing between language and dialect pairs. The mean of the thresholds identified translates into a temporal distance of around one to one-and-a-half millennia (1,075–1,635 years).


2017 ◽  
Vol 52 (3) ◽  
pp. 1081-1109 ◽  
Author(s):  
Yong Chen ◽  
Michael Cliff ◽  
Haibei Zhao

We develop an estimation approach based on a modified expectation-maximization (EM) algorithm and a mixture of normal distributions associated with skill groups to assess performance in hedge funds. By allowing luck to affect both skilled and unskilled funds, we estimate the number of skill groups, the fraction of funds from each group, and the mean and variability of skill within each group. For each individual fund, we propose a performance measure combining the fund’s estimated alpha with the cross-sectional distribution of fund skill. In out-of-sample tests, an investment strategy using our performance measure outperforms those using estimated alpha and t-statistic.


Sign in / Sign up

Export Citation Format

Share Document