[R] Likelihood of multiple random processes

[Dan Bebber]

> Do you know which observations came from which process (you do in your 
> example, but it whatever it is supposed to emulate)?

No- I need to determine whether more than one process could have been 
involved.

> If not, you want to estimate a mixture distribution.  This is covered in 
> chapter 16 of the book fitdistr() supports as well as in several CRAN 
> packages.

Many thanks- I didn't know they were called mixture models.
Page 437 is in front of me now.

>
> On Thu, 2 Nov 2006, Dan Bebber wrote:
>
>> Is there a method in R for estimating the likelihood that two (or more)
>> random variables generated a univariate sample?
>>
>> For a single random variable there is:
>> x <- c(rnorm(20,10,3),rnorm(20,20,5))
>> plot(density(x))
>> logLik(fitdistr(x,"normal"))
>>
>> Is there a way of of specifying that more than one normal distribution
>> should be fitted?
>> If so, then I suppose that the AIC of the two models could be calculated.
>>
>> Many thanks,
>> Dan Bebber
>>
>> Department of Plant Sciences
>> University of Oxford
>>
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>
> -- 
> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272866 (PA)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
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