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Mixture of one truncated lognormal distribution and one lognormal distributon, version 9.2

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Occasional Contributor
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Mixture of one truncated lognormal distribution and one lognormal distributon, version 9.2

Hello,

Could someone please explain me how to fit a mixture of one truncated lognormal distribution and one lognormal distribution in SAS version 9.2, ideally using proc nlmixed. Also, is there an option to perform Dirichlet process mixture model using SAS?

Thank you.

Respected Advisor
Posts: 2,655

Re: Mixture of one truncated lognormal distribution and one lognormal distributon, version 9.2

Do you have code for the likelihood function of the two distributions in hand?  If so, then multiplying the first by p(i) and the second by 1 - p(i), and summing ought to be a first step.  If you do not have the likelihood functions, you might try searching the SAS-L archives or Lex Janssen's site.

Steve Denham

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