Mixtures of distributions: A topological approach (Q1114252): Difference between revisions

Identifiability problems have previously precluded a general approach to testing the hypothesis of a ``pure'' distribution against the alternative of a mixture of distributions. Three types of identifiability are defined, and it is shown that B-identifiability allows a Bayesian solution to the testing problem. First, an equivalence relation is defined over parametrizations of probability functions. Then the projection onto the quotient space is shown to give a B-identifiable parametrization. Bayesian inference proceeds using the Bayes factor as a ``test'' criterion.