There is no way to answer this question? even for writing the sample covariance matrix formulation for the data set [X, Y] where X(n observations) and Y (m observations) are from the class 1 and class 2 which both are multidimensional normal distribution?
----- Original Message ----- From: "Feng Zhang" <[EMAIL PROTECTED]> To: "R-Help" <[EMAIL PROTECTED]> Sent: Tuesday, February 11, 2003 12:11 AM Subject: [R] Covariance matrix for GMM > Hey, All > > Now I generate a data vector X (d-dimension column vector) from a Gaussian > Mixture Model (GMM). > That is, the pdf of vector X is > f(X) = a1*N(u1, Cov1) + a2*(u2, Cov2) > where a1+a2 = 1, N is multidimensional normal distribution, ui is the mean > vecotr, Covi is the covariance matrix, i=1, 2. > > So can I get the close forms of the mean and covariance matrix for the > random vector X? > > Thanks very much. > > Fred > > ______________________________________________ > [EMAIL PROTECTED] mailing list > http://www.stat.math.ethz.ch/mailman/listinfo/r-help ______________________________________________ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help
