کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1149219 957867 2010 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A profile likelihood method for normal mixture with unequal variance
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A profile likelihood method for normal mixture with unequal variance
چکیده انگلیسی

It is well known that the normal mixture with unequal variance has unbounded likelihood and thus the corresponding global maximum likelihood estimator (MLE) is undefined. One of the commonly used solutions is to put a constraint on the parameter space so that the likelihood is bounded and then one can run the EM algorithm on this constrained parameter space to find the constrained global MLE. However, choosing the constraint parameter is a difficult issue and in many cases different choices may give different constrained global MLE. In this article, we propose a profile log likelihood method and a graphical way to find the maximum interior mode. Based on our proposed method, we can also see how the constraint parameter, used in the constrained EM algorithm, affects the constrained global MLE. Using two simulation examples and a real data application, we demonstrate the success of our new method in solving the unboundness of the mixture likelihood and locating the maximum interior mode.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 140, Issue 7, July 2010, Pages 2089–2098
نویسندگان
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