Fitting Mixtures of Erlangs to Uncensored and Untruncated Data Using the EM Algorithm - Addendum
7 Pages Posted: 23 Jan 2014
Date Written: October 23, 2013
In this addendum, we present the EM algorithm of Lee and Lin (2010) customized for fitting mixtures of Erlang distributions with a common scale parameter to uncensored and untruncated data. We work out the details with zero-one component indicators inspired by McLachlan and Peel (2001) and Lee and Scott (2012).
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