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Thread: Mixture Normal Estimation - IMSL C#

  1. #1
    Junior Member
    Join Date
    Mar 2011

    Mixture Normal Estimation - IMSL C#

    Any suggestion of the best way to estimate mixture normal distribution using IMSL C# 6.5?

  2. #2
    There are numerous methods for tackling this problem, some more sophisticated than others. A good place to start would be the Imsl.Math namespace. Specifically, take a look at using Imsl.Math.MinConGenLin to find the parameters that maximize the normal mixture likelihood. There is actually an example of this in the Tutorial section of the PyIMSL Studio User's Guide.

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