截断正态分布参数估计的EM算法 |
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引用本文: | 章栋恩. 截断正态分布参数估计的EM算法[J]. 北京工商大学学报(自然科学版), 1998, 0(2) |
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作者姓名: | 章栋恩 |
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作者单位: | 北京轻工业学院基础部 |
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摘 要: | 用EM算法解决了截断正态分布参数的估计问题.在M步计算时,对算法提出了修正.实例计算与计算机模拟表明,修正后的算法属于广义EM算法(GEM算法).
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关 键 词: | EM算法;GEM算法;牛顿算法;截断正态分布 |
ESTIMATION OF PARAMETER FOR TRUNCATED NORMAL DISTRIBUTION VIA THE EM ALGORITHM |
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Abstract: | Handles the problem of parameter estimation for truncated samples from normal populations via the EM algorithm. In M step we propose a modifications of the algorithm. As shown in a real problem and computer simulation, this procedure works well and belongs to the GEM algorithm. |
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Keywords: | EM algorithm GEM algorithm Newton Raphson method Truncated normal distribution |
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