Method of Moments Confidence Intervals for a Semi-Supervised Two-Component Mixture Model
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A mixture of a distribution of responses from untreated patients and a shift of that distribution is a useful model for the responses from a group of treated patients. The mixture model accounts for the fact that not all the patients in the treated group will respond to the treatment and consequently their responses follow the same distribution as the responses from untreated patients. The treatment effect in this context consists of both the fraction of the treated patients that are responders and the magnitude of the shift in the distribution for the responders. In this paper, we investigate properties of the method of moment estimators for the treatment effect and demonstrate their usefulness for obtaining approximate confidence intervals without any parametric assumptions about the distribution of responses.
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