The EM Algorithm for the Finite Mixture of Exponential Distribution Models
نویسنده
چکیده
In this paper, we first propose a finite mixture of exponential distribution model with parametric functions. By using the local constant fitting, the local maximum likelihood estimations of parametric functions are obtained, and their asymptotic biases and asymptotic variances are discussed. Moreover, we propose the EM algorithm to carry out the estimation procedure and give the ascent property of the EM algorithm.
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