Estimation and Moment Recursion Relations for Multimodal Distributions of the Exponential Family

Loren Cobb, Peter Koppstein, Neng Hsin Chen
1983 Journal of the American Statistical Association  
Multimodal generalizations of the normal, gamma, inverse gamma, and beta distributions are introduced within a unified framework. These multimodal distributions, belonging to the exponential family, require fewer parameters than corresponding mixture densities and have unique maximum likelihood estimators. Simple moment recursion relations, which make maximum likelihood estimation feasible, also yield easily computed estimators that themselves are shown to be consistent and asymptotically
more » ... . Lastly, a statistic for bimodality, based on Cardan's discriminant for a cubic shape polynomial, is introduced.
doi:10.2307/2287118 fatcat:pwpnl6i57fhkriliayeflotwbm