论文信息 - Some Comparisons of the Method of Moments and the Method of Maximum Likelihood in Estimating Parameters of a Mixture of Two Normal Densities

Some Comparisons of the Method of Moments and the Method of Maximum Likelihood in Estimating Parameters of a Mixture of Two Normal Densities

Abstract Assuming common variance, the moment estimators of a mixture of two normal densities are obtained. The asymptotic covariance matrix of the moment estimators and the information matrix are then derived and hence the efficiency of the moment method computed.

W. Y. Tan | W. Tan | W. C. Chang

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