Emmanuel Levy
2008-Oct-23 00:22 UTC
[R] If I known d1 (density1), and dmix is a mix between d1 and d2 (d2 is unknown), can one infer d2?
Dear All, I hope the title speaks by itself. I believe that there should be a solution when I see what Mclust is able to do. However, this problem is quite particular in that d3 is not known and does not necessarily correspond to a common distribution (e.g. normal, exponential ...). However it must look like dmix and d1 to some extent. To illustrate my problem I worked out a simple example: Imagine that there are two classes of people: (i) fast walkers: they achieve a unit distance in a given distribution of unit time (d1). (ii) slow walkers: they achieve a unit distance in another distribution of longer times (d2), cf example below. If I have a mixed sample that contain X% of fast walkers and (100-X)% of slow walkers, *is it possible to use it to estimate d2, as well as X?* R example: walk.fast = sample(seq(1,5,length.out=1000), prob=dlnorm(seq(1,5,length.out=1000)), replace=T) walk.slow = sample(seq(1,5,length.out=1000), prob=dlnorm(seq(1,5,length.out=1000), meanlog=1.2), replace=T) percentage.fast =0.8 walk.all = c(sample(walk.fast, percentage.fast*1000), sample(walk.slow, (1-percentage.fast)*1000 ) ) plot(density(walk.fast, from=1, to=5)) # d1 lines(density(walk.slow, from=1, to=5), col=2) # d2 lines(density(walk.all, from=1, to=5), col=3) # dmix, mix between d1 and d2 Is there a method that could allow me to estimate d2 given dmix? Any hint would be greatly appreciated. Best, Emmanuel