Advances and Applications in Statistics
Volume 53, Issue 5, Pages 501 - 518
(November 2018) http://dx.doi.org/10.17654/AS053050501 |
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MAXIMUM LIKELIHOOD PARAMETER ESTIMATION FOR THE MIXTURES OF NORMAL DISTRIBUTIONS
Mezbahur Rahman and Sabiha Mahzabeen
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Abstract: 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. |
Keywords and phrases: EM algorithm, grid search, Newton-Raphson algorithm, normal probability density function.
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