Parametric estimation for normal mixtures

  • Authors:
  • James C Bezdek;Richard J Hathaway;Vicki J Huggins

  • Affiliations:
  • Computer Science Department, University of South Carolina, Columbia, SC 29208, USA;Department of Mathematics and Statistics, University of South Carolina, Columbia, SC 29208, USA;Department of Mathematics and Statistics, University of South Carolina, Columbia, SC 29208, USA

  • Venue:
  • Pattern Recognition Letters
  • Year:
  • 1985

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Abstract

Described here are two approaches for estimating the parameters (a-priori probabilities, means, and covariances) of a mixture of normal distributions, given a finite sample X drawn from the mixture. One approach is based on a modification of the EM algorithm for computing maximum-likelihood estimates, while the other makes use of the Fuzzy c-Means algorithms for locating clusters. The reliability, accuracy, and efficiency of these two algorithms are compared using samples drawn from three artificial univariate normal mixtures of two classes.