文件名称:EM
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对于混合高斯分布的情况，使用最大期望算法，通过不断计算每个样本的均值与方差，使得似然函数达到最大值。可以很好地处理满足一定概率分布的数据。
代码中通过mvnrnd()函数，设定其中的参数，产生符合混合高斯分布的一组数据集。-For the case of a mixed Gaussian distribution, using expectation-maximization algorithm, through continuous calculation of the mean and variance of each sample, so that the likelihood function is maximized. Well with the data meet certain probability distribution.
Code by mvnrnd () function, which set the parameters of a set of data that meets the set of mixed Gaussian distribution.
代码中通过mvnrnd()函数，设定其中的参数，产生符合混合高斯分布的一组数据集。-For the case of a mixed Gaussian distribution, using expectation-maximization algorithm, through continuous calculation of the mean and variance of each sample, so that the likelihood function is maximized. Well with the data meet certain probability distribution.
Code by mvnrnd () function, which set the parameters of a set of data that meets the set of mixed Gaussian distribution.
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EM.m