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IMPLEMENTASI ALGORITMA EXPECTATION-MAXIMIZATION UNTUK ESTIMASI PARAMETER MODEL DISTRIBUSI CAMPURAN

Dr., Suparman (2013) IMPLEMENTASI ALGORITMA EXPECTATION-MAXIMIZATION UNTUK ESTIMASI PARAMETER MODEL DISTRIBUSI CAMPURAN. AdMathEdu, 3 (1). pp. 99-106. ISSN 2088-687X

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Abstract

Mixture distribution is a very flexible distribution for modeling data. If the mixture distribution fitted to the data, the parameters are generally not known. This paper examines the estimation problem of the distribution mixture parameter. The method used to estimate the parameters of a mixture distribution is the maximum likelihood method. However, the maximum likelihood estimator can not be found analytically. To overcome these problems, the EM algorithm proposed. EM algorithm consists of two phases: expectation and maximization stage. EM algorithm converges to the maximum likelihood estimator. Performance of the EM algorithm is tested using simulated data. The results show that the EM algorithm can estimate the mixture distribution parameter. Further EM algorithm is implemented on real data encountered in everyday life.

Item Type: Article
Subjects: H Social Sciences > HA Statistics
Depositing User: Dr. Suparman M, Si., DEA
Date Deposited: 01 Oct 2015 00:24
Last Modified: 01 Oct 2015 00:24
URI: http://eprints.uad.ac.id/id/eprint/2430

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