Kernel density estimation in mixture models with known mixture proportions

In this article, we consider the density estimation for data with a mixture structure, where the component densities are assumed unknown, but for each observation, the probabilities of its membership to the subpopulations are known or estimable from other resources. Data of this kind arise from practice and have wide applications. Motivated from the classical kernel density estimation method for a single population, we propose a weighted kernel density estimation method to estimate the component density functions nonparametrically. Within the framework of the EM algorithm, we derive an algorithm that computes our proposed estimates effectively. Via extensive simulation studies, we demonstrate that our methods outperform the existing methods in most occasions. We further compare our methods with existing methods by real data examples.