Testing hypotheses on moments by observations from a mixture with varying concentrations

Abstract

A mixture with varying concentrations is a modification of a finite mixture model in which the mixing probabilities (concentrations of mixture components) may be different for different observations. In the paper, we assume that the concentrations are known and the distributions of components are completely unknown. Nonparametric technique is proposed for testing hypotheses on functional moments of components.

Keywords

• Finite mixture model
• functional moments
• hypothesis testing
• mixture with varying concentrations