LETTER TO THE EDITOR: FITTING A FOLDED NORMAL DISTRIBUTION WITHOUT EM
成果类型：
Letter
署名作者：
MacDonald, Iain L.
署名单位：
University of Cape Town
刊物名称：
ANNALS OF APPLIED STATISTICS
ISSN/ISSBN：
1932-6157
DOI：
10.1214/20-AOAS1410
发表日期：
2020
页码：
2096-2098
关键词：
摘要：
The problem of fitting a folded normal distribution by maximum likelihood has been described as 'not straightforward', and alternatives such as EM proposed. We suggest here that it is in fact straightforward to fit such a distribution by direct numerical maximization of the likelihood. We demonstrate this in an example. The relevant R code is included.