Maximum-Penalized-Likelihood Estimation for Independent and Markov- Dependent Mixture Models

Abstract

This paper concerns the use and implementation of maximum-penalized-likelihood procedures for choosing the number of mixing components and estimating the parameters in independent and Markov-dependent mixture models. Computation of the estimates is achieved via algorithms for the automatic generation of starting values for the EM algorithm. Computation of the information matrix is also discussed. Poisson mixture models are applied to a sequence of counts of movements by a fetal lamb in utero obtained by ultrasound. The resulting estimates are seen to provide plausible mechanisms for the physiological process.