PAKISTAN JOURNAL OF STATISTICS, cilt.28, sa.1, ss.115-130, 2012 (SCI-Expanded)
In this paper, we examine mixture models to model heterogeneous survival data. Mixture of Gamma distributions, mixture of Lognormal distributions and mixture of Weibull distributions were tested for the best fit to the real survival datasets. Various properties of the proposed mixture models were discussed. Maximum likelihood estimations of the parameters of mixture models were obtained by the EM algorithm. The mixture models were successfully applied for modeling two real heterogeneous survival datasets.