NORMIX 360 Computer Program.
Abstract
The report gives the documentation, listing, and printouts of a sample run for the NORMIX 360 computer program. The program seeks maximum-likelihood estimates of the parameters of a mixture of multivariate normal distributions. The likelihood equations are solved iteratively by continually re-estimating the probability of membership of each sample point in each cluster until the likelihood reaches a relative maximum. The initial estimates are derived from a minimum-variance hierarchial grouping subroutine, which itself is iterative in seeking an appropriate distance function. The program prints out the means, standard deviations and inter-correlations of the variables within clusters, and the proportions of the population for each cluster. The probabilities of membership of each point in each cluster are also printed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1971
- Accession Number
- AD0731037
Entities
People
- John H. Wolfe
Organizations
- United States Naval Research Laboratory