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Far East Journal of Theoretical Statistics

Far East Journal of Theoretical Statistics
Volume 54, Issue 5, Pages 453 - 461 (September 2018)
http://dx.doi.org/10.17654/TS054050453

PARAMETER ESTIMATION FOR THE MIXTURES OF NORMAL DISTRIBUTIONS

Mezbahur Rahman and Sabiha Mahzabeen

Abstract:

Parameter estimation procedure for the mixtures of normal distributions using EM algorithm is suggested. Two different choices using normal pdf and normal cdf are explored. A simulation study is conducted in comparing the two methods.

Keywords and phrases:

EM algorithm, normal cumulative distribution function, normal probability density function.

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