Equivalence of truncated count mixture distributions and mixtures of truncated count distributions

This article is about modeling count data with zero truncation. A parametric count density family is considered. The truncated mixture of densities from this family is different from the mixture of truncated densities from the same family. Whereas the former model is more natural to formulate and to interpret, the latter model is theoretically easier to treat. It is shown that for any mixing distribution leading to a truncated mixture, a (usually different) mixing distribution can be found so. that the associated mixture of truncated densities equals the truncated mixture, and vice versa. This implies that the likelihood surfaces for both situations agree, and in this sense both models are equivalent. Zero-truncated count data models are used frequently in the capture-recapture setting to estimate population size, and it can be shown that the two Horvitz-Thompson estimators, associated with the two models, agree. In particular, it is possible to achieve strong results for mixtures of truncated Poisson densities, including reliable, global construction of the unique NPMLE (nonparametric maximum likelihood estimator) of the mixing distribution, implying a unique estimator for the population size. The benefit of these results lies in the fact that it is valid to work with the mixture of truncated count densities, which is less appealing for the practitioner but theoretically easier. Mixtures of truncated count densities form a convex linear model, for which a developed theory exists, including global maximum likelihood theory as well as algorithmic approaches. Once the problem has been solved in this class, it might readily be transformed back to the original problem by means of an explicitly given mapping. Applications of these ideas are given, particularly in the case of the truncated Poisson family.

On some Mixture Distributions

The aim of this paper is to establish some mixture distributions that arise in stochastic processes. Some basic functions associated with the probability mass function of the mixture distributions, such as k-th moments, characteristic function and factorial moments are computed. Further we obtain a three-term recurrence relation for each established mixture distribution.

Finite mixture regression model with random effects: application to neonatal hospital length of stay

A two-component mixture regression model that allows simultaneously for heterogeneity and dependency among observations is proposed. By specifying random effects explicitly in the linear predictor of the mixture probability and the mixture components, parameter estimation is achieved by maximising the corresponding best linear unbiased prediction type log-likelihood. Approximate residual maximum likelihood estimates are obtained via an EM algorithm in the manner of generalised linear mixed model (GLMM). The method can be extended to a g-component mixture regression model with the component density from the exponential family, leading to the development of the class of finite mixture GLMM. For illustration, the method is applied to analyse neonatal length of stay (LOS). It is shown that identification of pertinent factors that influence hospital LOS can provide important information for health care planning and resource allocation. (C) 2002 Elsevier Science B.V. All rights reserved.

Modelling inpatient length of stay by a hierarchical mixture regression via the EM algorithm

The modelling of inpatient length of stay (LOS) has important implications in health care studies. Finite mixture distributions are usually used to model the heterogeneous LOS distribution, due to a certain proportion of patients sustaining-a longer stay. However, the morbidity data are collected from hospitals, observations clustered within the same hospital are often correlated. The generalized linear mixed model approach is adopted to accommodate the inherent correlation via unobservable random effects. An EM algorithm is developed to obtain residual maximum quasi-likelihood estimation. The proposed hierarchical mixture regression approach enables the identification and assessment of factors influencing the long-stay proportion and the LOS for the long-stay patient subgroup. A neonatal LOS data set is used for illustration, (C) 2003 Elsevier Science Ltd. All rights reserved.

Some concepts and models usefulninthe analysis of discrete life time data

This thesis entitled Reliability Modelling and Analysis in Discrete time Some Concepts and Models Useful in the Analysis of discrete life time data.The present study consists of five chapters. In Chapter II we take up the derivation of some general results useful in reliability modelling that involves two component mixtures. Expression for the failure rate, mean residual life and second moment of residual life of the mixture distributions in terms of the corresponding quantities in the component distributions are investigated. Some applications of these results are also pointed out. The role of the geometric,Waring and negative hypergeometric distributions as models of life lengths in the discrete time domain has been discussed already. While describing various reliability characteristics, it was found that they can be often considered as a class. The applicability of these models in single populations naturally extends to the case of populations composed of sub-populations making mixtures of these distributions worth investigating. Accordingly the general properties, various reliability characteristics and characterizations of these models are discussed in chapter III. Inference of parameters in mixture distribution is usually a difficult problem because the mass function of the mixture is a linear function of the component masses that makes manipulation of the likelihood equations, leastsquare function etc and the resulting computations.very difficult. We show that one of our characterizations help in inferring the parameters of the geometric mixture without involving computational hazards. As mentioned in the review of results in the previous sections, partial moments were not studied extensively in literature especially in the case of discrete distributions. Chapters IV and V deal with descending and ascending partial factorial moments. Apart from studying their properties, we prove characterizations of distributions by functional forms of partial moments and establish recurrence relations between successive moments for some well known families. It is further demonstrated that partial moments are equally efficient and convenient compared to many of the conventional tools to resolve practical problems in reliability modelling and analysis. The study concludes by indicating some new problems that surfaced during the course of the present investigation which could be the subject for a future work in this area.

Finite mixture analysis of beauty-contest data using generalised beta distributions

This paper introduces a mixture model based on the beta distribution, without preestablishedmeans and variances, to analyze a large set of Beauty-Contest data obtainedfrom diverse groups of experiments (Bosch-Domenech et al. 2002). This model gives a bettert of the experimental data, and more precision to the hypothesis that a large proportionof individuals follow a common pattern of reasoning, described as iterated best reply (degenerate),than mixture models based on the normal distribution. The analysis shows thatthe means of the distributions across the groups of experiments are pretty stable, while theproportions of choices at dierent levels of reasoning vary across groups.

On scale-mixture Birnbaum-Saunders distributions

We present for the first time a justification on the basis of central limit theorems for the family of life distributions generated from scale-mixture of normals. This family was proposed by Balakrishnan et al. (2009) and can be used to accommodate unexpected observations for the usual Birnbaum-Saunders distribution generated from the normal one. The class of scale-mixture of normals includes normal, slash, Student-t, logistic, double-exponential, exponential power and many other distributions. We present a model for the crack extensions where the limiting distribution of total crack extensions is in the class of scale-mixture of normals. (C) 2012 Elsevier B.V. All rights reserved.

Robust Mixture Modelling Using the t Distribution

Normal mixture models are being increasingly used to model the distributions of a wide variety of random phenomena and to cluster sets of continuous multivariate data. However, for a set of data containing a group or groups of observations with longer than normal tails or atypical observations, the use of normal components may unduly affect the fit of the mixture model. In this paper, we consider a more robust approach by modelling the data by a mixture of t distributions. The use of the ECM algorithm to fit this t mixture model is described and examples of its use are given in the context of clustering multivariate data in the presence of atypical observations in the form of background noise.

Models involving two inverse Weibull distributions

In this paper, we look at three models (mixture, competing risk and multiplicative) involving two inverse Weibull distributions. We study the shapes of the density and failure-rate functions and discuss graphical methods to determine if a given data set can be modelled by one of these models. (C) 2001 Elsevier Science Ltd. All rights reserved.

Fitting mixtures of Kent distributions to aid in joint set identification

When examining a rock mass, joint sets and their orientations can play a significant role with regard to how the rock mass will behave. To identify joint sets present in the rock mass, the orientation of individual fracture planer can be measured on exposed rock faces and the resulting data can be examined for heterogeneity. In this article, the expectation-maximization algorithm is used to lit mixtures of Kent component distributions to the fracture data to aid in the identification of joint sets. An additional uniform component is also included in the model to accommodate the noise present in the data.

A mixture model-based approach to the clustering of microarray expression data

Motivation: This paper introduces the software EMMIX-GENE that has been developed for the specific purpose of a model-based approach to the clustering of microarray expression data, in particular, of tissue samples on a very large number of genes. The latter is a nonstandard problem in parametric cluster analysis because the dimension of the feature space (the number of genes) is typically much greater than the number of tissues. A feasible approach is provided by first selecting a subset of the genes relevant for the clustering of the tissue samples by fitting mixtures of t distributions to rank the genes in order of increasing size of the likelihood ratio statistic for the test of one versus two components in the mixture model. The imposition of a threshold on the likelihood ratio statistic used in conjunction with a threshold on the size of a cluster allows the selection of a relevant set of genes. However, even this reduced set of genes will usually be too large for a normal mixture model to be fitted directly to the tissues, and so the use of mixtures of factor analyzers is exploited to reduce effectively the dimension of the feature space of genes. Results: The usefulness of the EMMIX-GENE approach for the clustering of tissue samples is demonstrated on two well-known data sets on colon and leukaemia tissues. For both data sets, relevant subsets of the genes are able to be selected that reveal interesting clusterings of the tissues that are either consistent with the external classification of the tissues or with background and biological knowledge of these sets.

On Finite Mixture of Pareto and Beta Distnbutions

Department of Statistics, Cochin University of Science and Technology