Some Comparisons of the Method of Moments and the Method of Maximum Likelihood in Estimating Parameters of a Mixture of Two Normal Densities
两个正态密度混合模型中矩估计与最大似然估计的比较
Assuming common variance, the moment estimators of a mixture of two normal densities are obtained. The asymptotic covariance matrix of the moment estimators and the information matrix are then derived and hence the efficiency of the moment method computed.