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Letter to the Editor: Fitting a folded normal distribution without EM
Annals of Applied Statistics ( IF 1.8 ) Pub Date : 2020-12-19 , DOI: 10.1214/20-aoas1410
Iain L. MacDonald

The problem of fitting a folded normal distribution by maximum likelihood has been described as ‘not straightforward’, and alternatives such as EM proposed. We suggest here that it is in fact straightforward to fit such a distribution by direct numerical maximization of the likelihood. We demonstrate this in an example. The relevant R code is included.

中文翻译:

致编辑的信:拟合不带EM的折叠正态分布

通过最大似然拟合折叠正态分布的问题已被描述为“不简单”,并提出了诸如EM之类的替代方案。我们在这里建议实际上通过直接数值似然最大化来拟合这样的分布很简单。我们在一个示例中对此进行演示。包含相关的R代码。
更新日期:2020-12-20
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