A strategy for analysing mixed and pooled exponentials

John Grego, Hsiu‐Li Hsi and James Lynch

Applied Stochastic Models and Data Analysis, 1990, vol. 6, issue 1, 59-70

Abstract: It is shown that a linear plot of the mean residual life on the failure rate characterizes the mixture of two exponentials. This plot is used to estimate the two components in the mixing distribution with the two largest mixing proportions. The EM algorithm is then used with these as initial values to obtain the MLE. Gradient plots are used to see if a higher‐order fit is needed. A heuristic is given on how to use the gradient plots to identify components in the higher‐order fit when this is the case. Graphs of an assignment function are then used to determine if the data are from a mixed model or simply the effect of pooling.

Date: 1990
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https://doi.org/10.1002/asm.3150060107

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:6:y:1990:i:1:p:59-70

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