this is for holding javascript data
Olga edited GMM.tex
over 9 years ago
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Continue iterations t until $|\log L^{(t+1)} - \log L^{(t)}| < 10^{-3}$
Conclusion about data is made based on 3
parameters: tests:
1. LRT (Likelihood ratio test) $-2 \ln \lambda = 2[\ln L_{bimodal} - \ln L_{unimodal}] \sim \chi^2$
( $-2 \ln \lambda$ (LRT is the main
parameter test among all 3 tests for making conclusion about bimodality of data. The bigger $-2 \ln \lambda$ is, the more we are convinced that distribution is bimodal).
2. (Bandwidth test) $D = \frac {|\mu_1 - \mu_2|}{(\sigma^2_1+\sigma^2_2)/2)^{0.5}}$ ($D (distance) > 2$ is necessary for a clear separation of 2 peaks).