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- Maximum likelihood estimation in pooled sample testsPublication . Martins, João Paulo; Felgueiras, Miguel; Santos, RuiPooled sample tests, firstly used on the classification problem (identifying all individuals with some characteristic), may also be applied to estimate the prevalence rate. Moreover, the pooled sample methods may attain greater efficiency when applied to estimate some prevalence rate, since it is no longer necessary to perform any individual test.We develop a maximum likelihood computational algorithm for the prevalence rate estimation, and we analyze its performance.
- Some results on Gaussian mixturesPublication . Felgueiras, Miguel; Santos, Rui; Martins, João PauloWe investigate Gaussian mixtures with independent components, whose parameters are numerically estimated. A decomposition of a Gaussian mixture is presented when the components have a common variance. We introduce a shifted and scaled t-Student distribution as an approximation for the distribution of Gaussian mixtures when their components have a common mean and develop a hypothesis test for testing the equality of the components means. Finally, we analyse the fitness of the approximate model to the logarithmic daily returns of the Portuguese stock index PSI-20.