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Activity Number:
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205
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Type:
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Contributed
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Date/Time:
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Monday, July 30, 2007 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Statistical Computing
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| Abstract - #308434 |
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Title:
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Fitting Mixture Distributions Using Generalized Lambda Distributions (GLDs): Examples, Comparisons with Normal Mixtures, and Computational Considerations
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Author(s):
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Wei Ning*+ and E. J. Dudewicz
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Companies:
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Bowling Green State University and Syracuse University
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Address:
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Department of Math and Stat, Bowling Green, OH, 43403,
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Keywords:
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Mixtures ; GLD ; Normal distributions
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Abstract:
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Mixture models were studied by Karl Pearson in 1894 when he fitted a mixture of two normal distributions to data consisting of measurements on the ratio of forehead to body length in 1000 crabs. Most work since that time has used mixtures of normal distributions. We consider a model for mixtures of Generalized Lambda Distributions (GLDs). Since the GLD can fit the normal well, whenever a mixture of normals will fit data well, so will a mixture of the same number of GLDs. However, the GLD is a much broader family, and can do well in cases where the normal cannot. We include examples and computational considerations.
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