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Natido, Amos; Kozubowski, Tomasz J.

A uniform-Laplace mixture distribution. (English) Zbl 07732730

J. Comput. Appl. Math. 429, Article ID 115236, 30 p. (2023).
Summary: We introduce a new stochastic model incorporating a mixture of uniform and Laplace distributions. We present basic theoretical properties of this model and discuss related computational issues of parameter estimation via expectation-maximization computational schemes. We check the performance of the estimation algorithm on synthetic data and provide a data example illustrating modeling potential of this novel methodology. A related model involving a mixture of uniform and exponential distributions is studied as well along the same lines.

MSC:

62-08 Computational methods for problems pertaining to statistics
62E10 Characterization and structure theory of statistical distributions
62F10 Point estimation
62H30 Classification and discrimination; cluster analysis (statistical aspects)
62P35 Applications of statistics to physics
60E05 Probability distributions: general theory

Keywords:

EM-algorithm; finite mixture model; Gaussian-uniform mixture; Laplace distribution; maximum likelihood estimation; renewable energy
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References:

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