摘要
对两混合正态分布的参数估计问题进行了研究,在传统的极大似然估计的基础上运用EM算法来求解参数估计.首先给出了EM算法的基本原理,然后针对两混合正态分布推出了参数估计的迭代公式,最后用例子验证了参数估计的可靠性.
This paper studies the question of estimation of parameters in the mixture of two normal distributions. Based on the traditional ML Estimation by using EM method to determine the parameters, we first present the theory of EM method and then infer a formula for the parameter. At last, we give an example to prove the credibility.
出处
《黄冈师范学院学报》
2006年第3期16-19,81,共5页
Journal of Huanggang Normal University
关键词
两混合正态分布
极大似然估计
EM算法
参数估计
mixture of two normal distributions
ML Estimation
EM method
parametre estimation
