Statistics of mixtures with varying concentrations with application to DNA microarray data analysis

A finite mixture model is considered in which the mixing probabilities vary from observation to observation. Estimation of mixture components distributions, func-tional moments and densities is discussed. Tests are proposed for testing hypotheses on the moments. An application to the analysis of DNA microarrays data is con-sidered. Key words: finite mixture model; homogeneity test; density estimation; gen-eralized moments estimation; weighted empirical distribution function; minimax weight