A new approach to parameter estimation of mixture of two normal distributions.
Yinan LiKai-Tai FangPublished in: Commun. Stat. Simul. Comput. (2024)
Keyphrases
- parameter estimation
- mixture distribution
- normal distribution
- em algorithm
- expectation maximization
- gaussian distribution
- maximum likelihood
- probability density function
- mixture model
- standard deviation
- random variables
- least squares
- model selection
- statistical models
- gaussian mixture model
- random fields
- covariance matrix
- markov random field
- maximum likelihood estimation
- probability distribution
- posterior distribution
- gaussian mixture
- estimation problems
- markov fields
- lead time
- statistical model
- parameter estimation algorithm
- bayesian framework
- probabilistic model
- model fitting
- parameter estimates
- mixture components