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).