Estimation of a Two-component Mixture Model with Applications to Multiple Testing

DOI10.1111/RSSB.12148zbMATH Open1414.62111arXiv1204.5488OpenAlexW1599854470MaRDI QIDQ5378374FDOQ5378374

Rohit Kumar Patra, Bodhisattva Sen

Publication date: 12 June 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Abstract: We consider a two-component mixture model with one known component. We develop methods for estimating the mixing proportion and the unknown distribution nonparametrically, given i.i.d.~data from the mixture model, using ideas from shape restricted function estimation. We establish the consistency of our estimators. We find the rate of convergence and asymptotic limit of the estimator for the mixing proportion. Completely automated distribution-free honest finite sample lower confidence bounds are developed for the mixing proportion. Connection to the problem of multiple testing is discussed. The identifiability of the model, and the estimation of the density of the unknown distribution are also addressed. We compare the proposed estimators, which are easily implementable, with some of the existing procedures through simulation studies and analyse two data sets, one arising from an application in astronomy and the other from a microarray experiment.

Full work available at URL: https://arxiv.org/abs/1204.5488

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zbMATH Keywords

cross-validationidentifiabilityprojection operatorfunctional delta methodlocal false discovery ratelower confidence boundmicroarray experimentCramér-von Mises statisticshape-restricted function estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric tolerance and confidence regions (62G15) Paired and multiple comparisons; multiple testing (62J15)

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