- 분포 혼합비율의 모수추정을 위한 효율적인 알고리즘에 관한 연구
- ㆍ 저자명
- 황강진,박경탁,유희경
- ㆍ 간행물명
- 品質經營學會誌
- ㆍ 권/호정보
- 2002년|30권 4호|pp.68-77 (10 pages)
- ㆍ 발행정보
- 한국품질경영학회
- ㆍ 파일정보
- 정기간행물| PDF텍스트
- ㆍ 주제분야
- 기타
EM algorithm has good convergence rate for numerical procedures which converges on very small step. In the case of proportion estimation in a mixed distribution which has very big incomplete data or of update of new data continuously, however, EM algorithm highly depends on a initial value with slow convergence ratio. There have been many studies to improve the convergence rate of EM algorithm in estimating the proportion parameter of a mixed data. Among them, dynamic EM algorithm by Hurray Jorgensen and Titterington algorithm by D. M. Titterington are proven to have better convergence rate than the standard EM algorithm, when a new data is continuously updated. In this paper we suggest dynamic EM algorithm and Titterington algorithm for the estimation of a mixed Poisson distribution and compare them in terms of convergence rate by using a simulation method.