Compound Normal with Gamma Mixture Models - A Model Characteristic Perspective
Journal Title: International Journal for Research in Applied Science and Engineering Technology (IJRASET) - Year 2016, Vol 4, Issue 12
Abstract
In this paper, we discuss convergence performance issues of Compound Normal with Gamma Mixture(CNGM) and Truncated Compound Normal with Gamma Mixture(TCNGM) models that we have proposed in our earlier work in comparison to the normal mixture model(NM). We show that these models are feasible for mixture density estimation. Based on examination of coefficient of kurtosis, these models are shown to be preserving model characteristics of the more mesokurtic normal distribution and model better the leptokurtic deviations of normal distribution.
Authors and Affiliations
Viziananda Row Sanapala, Sreenivasa Rao Kraleti, Srinivasa Rao Peri
Keywords
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