Maximum Likelihood Estimation of Multivariate Mean Mixed Normal Distribution Parameters
Based on the mathematical model and probability density function proposed by Madadi et al.,the properties of the multivariate mean mixed normal distribution are proved,the maximum likelihood estimation of the MMNE distribution parameters is discussed,the position parameters,scale parameters and skewness parameters of the MMNE distribution are estimated by using the ECM algorithm,and the calculation method and iterative formula are given.The case analysis shows that the proposed model for estimating MMNE distribution parameters under skewed data is reasonable and practical.
multivariate mixed normal distributionparameter estimationECM algorithmmaximum likelihood estimation
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