MAXIMUM LIKELIHOOD PARAMETER ESTIMATION FOR THE MIXTURES OF NORMAL DISTRIBUTIONS

被引：0

作者：

Rahman, Mezbahur ^{[1
]}

Mahzabeen, Sabiha ^{[1
]}

机构：

[1] Minnesota State Univ, Mankato, MN 56001 USA

来源：

ADVANCES AND APPLICATIONS IN STATISTICS | 2018年 / 53卷 / 05期

关键词：

EM algorithm; grid search; Newton-Raphson algorithm; normal probability density function;

D O I：

10.17654/AS053050501

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Parameter estimation procedure for the mixtures of normal distributions using EM algorithm and maximum likelihood is implemented. A simulation study is conducted in comparing four variant methods involving maximum likelihood and EM algorithm.

引用

页码：501 / 518

页数：18

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