Standard Errors of Fitted Component Means of Normal Mixtures
نویسنده
چکیده
In this paper use consider the problem of providing standard errors of the component means in normal mixture models tted to univariate or multi-variate data by maximumlikelihood via the EM algorithm. Two methods of estimation of the standard errors are considered: the standard information-based method and the computationally-intensive bootstrap method. They are compared empirically by their application to three real data sets and by a small-scale Monte Carlo experiment.
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