This chapter gives a brief introduction to theory and applications of finite mixtures, focusing on the most studied and reasonably well-understood case of normal components. An introductory example has already been given in Chapter 1 (Example 1.3) and has been discussed to some extent in Section 2.8, where the relevant terminology has been established. Before turning to the mathematical setup, let us look at yet another example to motivate the theory.
KeywordsDiscriminant Analysis Wing Length Finite Mixture Mixture Density Normal Mixture
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Suggested Further Reading
- Day, N.E. 1969. Estimating the components of a mixture of normal distributions. Biometrika 56, 464–474.Google Scholar