| 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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