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JOURNALS // Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics] // Archive

Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2011, Issue 23, Pages 39–50 (Mi vtpmk273)

This article is cited in 1 paper

Probabilistic-statistical models

On convergence of SEM estimates sequence for statistical separation of mixture distribution

A. K. Gorshenin

Institute of Informatics Problems of the Russian Academy of Sciences

Abstract: In the paper the theorem about the asymptotic properties of the SEM-algorithm parameter estimates sequence for the problem of statistical separation of arbitrary finite identifiable mixtures of probability distributions is proved without any restrictions.

Keywords: mixture distributions, statistical separation of mixtures, SEM-algorithm, Markov chain, ergodicity.

UDC: 519.217.2

Received: 23.09.2011
Revised: 23.11.2011



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