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
收藏
页码：501 / 518
页数：18
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