Stefano Bonaccorsi, Bernard Hanzon, Giulia Lombardi
AIMS Mathematics 2024, 9(10): 26499-26537
Published: 15 October 2024
In the literature, finite mixture models were described as linear combinations of probability distribution functions having the form , , where were positive weights, was a suitable normalising constant, and were given probability density functions. The fact that is a probability density function followed naturally in this setting. Our question was: if we removed the sign condition on the coefficients , how could we ensure that the resulting function was a probability density function?
The solution that we proposed employed an algorithm which allowed us to determine all zero-crossings of the function . Consequently, we determined, for any specified set of weights, whether the resulting function possesses no such zero-crossings, thus confirming its status as a probability density function.
In this paper, we constructed such an algorithm which was based on the definition of a suitable sequence of functions and that we called a generalized Budan-Fourier sequence; furthermore, we offered theoretical insights into the functioning of the algorithm and illustrated its efficacy through various examples and applications. Special emphasis was placed on generalized Gaussian mixture densities.