The identifiability of finite mixture of Gumbel distributions is proved. A procedure is presented for finding maximum likelihood estimates for the four parameters of a mixture of two Gumbel distributions, using classified and unclassified observations. A nonlinear discriminant function for a mixture of two Gumbel distributions is derived and estimated based on small sample size. Throughout simulation experiments, the performance of the corresponding estimated nonlinear discriminant function is investigated.
['K. E. Ahmad', 'Zeinhum F. Jaheen', 'A. A. Modhesh']
Estimation of a Discriminant Function Based on Small Sample Size from a Mixture of Two Gumbel Distributions