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Small Sample Results for a Discriminant Function Estimated from a Mixture of Two Inverse Gaussian Distributions


R.K. Amoh

Abstract

Estimation of a discriminant function on the basis of a small sample size from a mixture of two inverse Gaussian distributions is considered. Its performance is investigated by a series of simulation experiments. The relative efficiency of the mixture and classified discrimination procedures are evaluated from the simulation results and compared with available asymptotic relative efficiency results.


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eISSN: 3057-3629
print ISSN: 0855-0395