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st: Distribution of random variables


From   Berk Sensoy <[email protected]>
To   [email protected]
Subject   st: Distribution of random variables
Date   Fri, 3 Jun 2005 18:20:01 -0500

Hi all,

I have a variable for which I cannot reject that the mean is zero, but
the point estimate is postive.  I am interested in testing whether the
distribution of that variable is better described by a single normal
density with mean zero or by the weighted sum of two normal densities:
one with mean zero and one with positive mean.  Ideally I would want
to let both the weights and the value of the positive mean be
determined by the test.  Does anyone know if there's a way to do
something like this in Stata or of a reference for such a technique?

Thanks!

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