CONSTRAINED MAXIMUM-LIKELIHOOD ESTIMATION FOR A MIXTURE OF M UNIVARIATE NORMAL DISTRIBUTIONS
A straightforward application of the method of maximum likelihood to a mixture of normal distributions leads to an ill-posed optimization problem. In the univariate case, adding simple constraints on the component standard deviations of the form (sigma)(,i) (GREATERTHEQ) c (sigma)(,i+1) transforms t...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
2007
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/1911/15755 |