Formulation of the EM algorithm for a mixture of central and non-central [chi]2 distributions

C. Hory

Statistics & Probability Letters, 2004, vol. 68, issue 3, 267-272

Abstract: The expectation-maximization (EM) algorithm is applied to a mixture of central and non-central [chi]2 distributions. The derivation is based on the writing of this mixture as an infinite mixture of exponential distributions for which the EM algorithm takes a simple form.

Keywords: Mixture; of; distributions; EM; algorithm; Exponential; family; [chi]2; distributions (search for similar items in EconPapers)
Date: 2004
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