On mle of the parameters of a mixture of two normal distributions when the sample size is small
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Abstract
Abstract There are few results In the literature on the properties of the maximum likelihood estimates of the parameters of a mixture of two normal distributions when the components are not well separated and the sample size is small. In the present investigation mixtures of two univariate normal distributions with , and sample sizes less than 300 are studied by the Monte Carlo method. For the cases considered, empirical evidtnca is given that the method of maximum likelihood should be used with extreme caution or not at all. Keywords: maximum likelihoodmixture of normal distributions