A Comparison of Estimation Techniques for Mixtures of Normal Densities
Stephan Whitaker
Department of Statistics
Colorado State University
Monday, 19 May 2003
1:10 PM
E103 Engineering Building

This presentation introduces a new method that can improve the performance of existing techniques for estimating parameters in mixtures of normal densities.  A simulation study compares the new method to a Bayesian method of mixture density estimation and four non-Bayesian methods.  This study is most likely the first simulation testing of the novel technique and the Bayesian technique.  A thorough review of the literature did not discover any previous testing.  In addition to simulations, the performance of the six methods is compared in an application to three real data sets.  The conclusions of this study offer recommendations regarding which method could best handle mixture data with specific characteristics.




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