1 AIT Asian Institute of Technology

Parameter estimation for mixed distributions

AuthorBundit Soondharamanukit
Call NumberAIT Thesis no. CA-85-12
Subject(s)Estimation theory--Computer programs
NoteA thesis submitted in partial fulfillment of the requirements for the degree of Master of Engineering, School of Engineering and Technology
PublisherAsian Institute of Technology
AbstractParameter Estimation for a mixed population has long been a subject of interest since the early days of statistical analysis. Despite a lot of theoretical work, practical success is still limited. At present, as computer speed increases, the method of maximum likelihood (ML), once considered impractical because of the amount of computation required, becomes more important. This thesis presents a practical solution based on ML. By using direct search and expectation-maximization (EM) procedure to search for the maximum on the likelihood surface, the flexibility is such that it can accommodate many families of continuous probability density functions, and with a mixture of two components, performance in terms of speed and "goodness of fit" is satisfactory. Small sample property (n=30) is also quite encouraging.
Year1985
TypeThesis
SchoolSchool of Engineering and Technology (SET)
DepartmentOther Field of Studies (No Department)
Academic Program/FoSComputer Application (CA)
Chairperson(s)Huynh, Ngoc Phien
Examination Committee(s)Kanchit Malaivongs ;Kaew Naulchawee
Scholarship Donor(s)Carl Duisburg Gesellschaft (CDG)
DegreeThesis (M.Eng.) - Asian Institute of Technology, 1985


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