1. A method on estimation of the parameters in the mixture of two normal distributions; 两混合正态分布的参数估计方法2) mixture of two nomal distributions 两正态混合分布 1. This paper studies the question of estimation of parameters in the mixture of two nomal distributions based on ...
Mixture of Two Normal DistributionsSteven P. Millard
E. B. Fowlkes, "Some methods for studying the mixture of two normal (lognormal) distributions," Journal of the American Statistical Association, vol. 74, pp. 561-575, 1979.Fowlkes, E. B. 1979. Some methods for studying the mixture of two normal (lognormal) distribution. J. Amer. ...
(1992) derived the limiting distribution of the likelihood ratio test statistic (LRTS) when testing between a normal distribution and a mixture of two normal distributions with known proportion p. This distribution depends discontinuously on values of p.. Simulations performed by the above authors ...
On mle of the parameters of a mixture of two normal distributions when the sample size is small There are few results In the literature on the properties of the maximum likelihood estimates of the parameters of a mixture of two normal distributions wh... DWH Jr - 《Communications in Statistic...
We study some characteristics of the mixture of two gamma distributions. Specifically, we characterize regions of the parameter space where the mixture density is bimodal and/or has four inflexion points and further, we provide formulae for the L-moments of such mixtures. These characteristics may...
which takes the form of a mixture of two distributions. However, sinceεitis dependent onu2itandu1itand sinceu2it≠u1it, the weights do not necessarily add up to one which is another difference between the latter model and the regular finite mixture of two normal distributions. Note that ...
The study analyses the unconditional distribution of monthly S&P 500 stock index returns for the long-run time period 1871–2004. The return distribution can be adequately described by a mixture of two Gaussian normal distributions. However, when analysing sub-samples of this long-time horizon, sub...
(1999). Estimation of parameters for a mixture of normal distributions on the basis of the Cressie and Read divergence. Comm. Statist. Simulation Comput. 28, 115-130.Pardo MC. Estimation of parameters for a mixture of normal distributions on the basis of the Cressie and Read divergence. ...
An algorithm suggested by Day for finding maximumlikelihood estimates of the parameters of a mixture of two multivariate normal distributions with common covariance matrix, is used to generate critical values for a test of multivariate normality against the alternative that the distribution is a mixture...