Confidence Interval Estimation and Transformation of Data in a Mixture of Two Multivariate Normal Distributions With Any Given Large Dimension
作者:
Wei-Chien Chang,
期刊:
Technometrics
(Taylor Available online 1979)
卷期:
Volume 21,
issue 3
页码: 351-355
ISSN:0040-1706
年代: 1979
DOI:10.1080/00401706.1979.10489780
出版商: Taylor & Francis Group
关键词: Mixture;Normal distribution;Standard error;Maximum likelihood estimator;Transformation of data
数据来源: Taylor
摘要:
In dissecting a mixture of two multivariate normal distributions with a common covariance matrix, a method for estimating the standard errors of the maximum likelihood estimators is shown to be easily employable, however large the dimension. A useful transformation for plotting the mixture data is illustrated.
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