A Constrained Formulation of Maximum-Likelihood Estimation for Normal Mixture Distributions

Author:
  • RHRichard J. Hathaway
    Richard J. Hathaway
Open Access
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Abstract
The method of maximum likelihood leads to an ill-posed optimization problem in the case of a mixture of normal distributions. Estimation in the univariate case is reformulated using simple constraints into an optimization problem having a strongly consistent, global solution.