Stochastic estimation of a mixture of normal density functions using an information criterion | IEEE Journals & Magazine | IEEE Xplore

Stochastic estimation of a mixture of normal density functions using an information criterion


Abstract:

A stochastic approximation algorithm is developed for estimating a mixture of normal density functions with unknown means and unknown variances. The algorithm minimizes a...Show More

Abstract:

A stochastic approximation algorithm is developed for estimating a mixture of normal density functions with unknown means and unknown variances. The algorithm minimizes an information criterion that has interesting properties for density approximations. The conditions on the convergence of this nonlinear estimation algorithm are discussed, and a numerical example is presented.
Published in: IEEE Transactions on Information Theory ( Volume: 16, Issue: 3, May 1970)
Page(s): 258 - 263
Date of Publication: 31 May 1970

ISSN Information:


Contact IEEE to Subscribe

References

References is not available for this document.