An asymptotically effitive probability estimator constructed from observations of a mixture. (English. Ukrainian original) Zbl 0953.62047

Maiboroda, R. Je.

Theory Probab. Math. Stat. 59, 121-128 (1999); translation from Teor. Jmovirn. Mat. Stat. 59, 117-124 (1998).

Data which are sampled out of mixtures with concentrations of components changing from observation to observation are studied. Binary features of objects \(f\) under consideration are observed. An asymptotically efficient estimate of the probability that \(f=0\) is constructed.

Reviewer: A.V.Swishchuk (Kyïv)

MSC:

62G20	Asymptotic properties of nonparametric inference
93E10	Estimation and detection in stochastic control theory
93E24	Least squares and related methods for stochastic control systems

Keywords:

asymptotically efficient estimators; observations from mixtures