期刊名称：Research Journal of Economics, Business and ICT
印刷版ISSN：2045-3345
电子版ISSN：2047-7848
出版年度：2012
卷号：7
出版社：English Time Schools & Overseas Education
摘要：In the text the problem of estimation of parameters in finite mixtures of probability distributions in case of the presence of right censored data is treated. Only models with known number of components and observable component membership (complete mixture models) are studied. Possible estimation method of unknown parameters (parameters of components and mixing proportions) is described. Specific theoretical and numerical problems associated with this this type of the modelling are discussed with respect to the mixture models with complete data. A simulation study is presented to illustrate properties of estimates and sensitivity of results on the proportion of censored data and the sample size. For the simulation 10,000 samples with 500 and 1,000 observations from the mixtures with two components of normal (symmetric distribution) and lognormal (asymmetric distribution) distributions are generated. Results are given in the tables and selected histograms of estimates of parameters are shown. All computations are made in the package R.
