Testing hypotheses on moments by observations from a mixture with varying concentrations

TL;DR

This paper introduces a nonparametric method for testing hypotheses about moments of mixture components with known varying concentrations, where component distributions are unknown, extending finite mixture models.

Contribution

It proposes a novel nonparametric testing technique for functional moments in mixtures with varying concentrations, assuming known concentrations and unknown component distributions.

Findings

Method effectively tests hypotheses on moments.

Applicable to mixtures with known concentrations.

Handles unknown component distributions.

Abstract

A mixture with varying concentrations is a modification of a finite mixture model in which the mixing probabilities (concentrations of mixture components) may be different for different observations. In the paper, we assume that the concentrations are known and the distributions of components are completely unknown. Nonparametric technique is proposed for testing hypotheses on functional moments of components.