Confidence Interval Estimation and Transformation of Data in a Mixture of Two Multivariate Normal Distributions With Any Given Large Dimension
Wei-Chien Chang · Technometrics · 1979
In dissecting a mixture of two multivariate normal distributions with a common covariance matrix, a method for estimating the standard errors of the maximum likelihood estimators is shown to be easily employable, however large the dimension. A useful transformation for plotting the mixture data is illustrated.