Displaying 1 result from an estimated 1 matches for "rapdon".
Did you mean:
randon
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) which is completely
absurd.
This is my function to compute the first derivative:
phy=function(teta,vect1,vect2){
return( sum(( vect2 - vect1) / (( 1 - teta) * vect1 + teta * vect2)))
}
n...