Semiparametric Estimation of a Two‐component Mixture Model where One Component is known

. We consider a two‐component mixture model where one component distribution is known while the mixing proportion and the other component distribution are unknown. These kinds of models were first introduced in biology to study the differences in expression between genes. The various estimation methods proposed till now have all assumed that the unknown distribution belongs to a parametric family. In this paper, we show how this assumption can be relaxed. First, we note that generally the above model is not identifiable, but we show that under moment and symmetry conditions some ‘almost everywhere’ identifiability results can be obtained. Where such identifiability conditions are fulfilled we propose an estimation method for the unknown parameters which is shown to be strongly consistent under mild conditions. We discuss applications of our method to microarray data analysis and to the training data problem. We compare our method to the parametric approach using simulated data and, finally, we apply our method to real data from microarray experiments.