On Identifying the Population of Origin of Each Observation in a Mixture of Observations from Two Normal Populations
Shelley A. Johns · Technometrics · 1970
A sample is thought to be the result of mixing a random sample of size N 1 from a p-variate normal population with mean and covariance matrix Σ with an independent random sample size N 2 from a p-variate normal population with mean and covariance matrix Σ. It is wished to identify the population from which each observation has come and to estimate the parameters N 1, N 2, , and Σ. The paper discusses the application of the method of moments and the maximum likelihood method to the solution of this problem. The methods are illustrated by a numerical example.