Journal of Japan Industrial Management Association
Online ISSN : 2432-9983
Print ISSN : 0386-4812
On the Identification Problem for Observations from a Mixture of Two Normal Populations
Shinichi KOIKE
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1977 Volume 28 Issue 2 Pages 161-166

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Abstract
Two rules for identifying the population of origin of each observation sampled from two normal mixed (or not mixed) population are proposed. They have a preliminary test under the null hypothesis H_0 : "The population is not mixed." And one of them is MER (Minimum Error Rate) rule and the other is MSE (Minimum Mean Squared Error) rule. Let p be a mixture rate and put δ=(μ_2-μ_1)/δ≧0. Theoretically, the preliminary test doesn't give performance under MER rule, but good one under MSE rule when p and δ fail in the region p≦Φ(-δ/2). In conclusion, by the Monte Carlo method containing step of estimation of unknown p and δ, it will be seen that the both rules with preliminary test have good performance, where its significant level α is nearly equal to 0.5.
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© 1977 Japan Industrial Management Association
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