Threshold inference for a mixture proportion
ID: threshold-inference-for-a-mixture-proportion
For a two-component mixture model with known component tail probabilities above a threshold, the overall probability is . An empirical exceedance fraction gives the displayed method-of-moments estimate when . Under independent observations, the exceedance count has a binomial distribution, and its constrained maximum-likelihood estimate is the same expression clipped to . Equal component tail probabilities make this summary uninformative about .
New to topics? Read the docs here!