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claesen
2006 Jul 04
1
Problems when computing the 1rst derivative of mixtures of densities
Hi everybody,
I am currently working on mixtures of two densities ( f(xi,teta)=
(1-teta)*f1(xi) + teta*f2(xi) ),
particularly on the behavior of the variance for teta=0 (so sample only
comes from the first distribution).
To determine the maximum likelihood estimator I use the Newton-Rapdon
Iteration. But when
computing the first derivative I get a none linear function (with several
asymptotes)