Nonparametric estimation of mixing densities for discrete distributions
By a mixture density is meant a density of the form pi(mu) (.) = f pi(theta) (.) x mu(d theta), where (pi(theta))(theta Theta is an element of) is a family of probability densities and mu is a probability measure on Theta. We consider the problem of identifying the unknown part of this model, the mixing distribution A, from a finite sample of independent observations from pi(mu). Assuming that the