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Algorithm AS 317: Maximum Likelihood Estimation and Goodness-of-fit Tests for Mixtures of Distributions

✍ Scribed by M. Agha; D. S. Branker


Book ID
108547752
Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
238 KB
Volume
46
Category
Article
ISSN
0035-9254

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Iterative numerical methods are necessary t o find the maximum likelihood estimates for finite mixture distributions. This paper shows that it will often be possible to analytitally reduce the number of equations that must ultimately be solved numerically. Such a reduction in dimensionality has not