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）．
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.
出处
《北京轻工业学院学报》
1998年第2期72-76,共5页
Journal of Beijing Institute of Light Industry
关键词
EM算法
GEM算法
截断正态分布
参数估计
EM algorithm
GEM algorithm
Newton Raphson method
Truncated normal distribution
