Let ˆΨ be the ML estimate of Ψ obtained in (a) above. Plot the fitted two-component normal mixture density f(w; ˆΨ) on top of a histogram of the n = 75 data points. Choose the number of bins N for the histogram by consideration of n ≈ 2 N−1 and/or using the formula, bin width ≈ 2 × Sample IQR n1/3 , to guide in the choice of the number of bins N. use mclust of R studio
Question
Let ˆΨ be the ML estimate of Ψ obtained in (a) above. Plot the fitted two-component normal mixture density f(w; ˆΨ) on top of a histogram of the n = 75 data points. Choose the number of bins N for the histogram by consideration of n ≈ 2 N−1 and/or using the formula, bin width ≈ 2 × Sample IQR n1/3 , to guide in the choice of the number of bins N. use mclust of R studio
Solution
Here are the steps to plot the fitted two-component normal mixture density on top of a histogram of the data points:
- Load your data into R. Assuming your data is in the same directory as your R script:
data <- read.csv("Data-A1a.csv")
- Apply the EM algorithm to fit the two-component normal mixture density with common variances. The Mclust function in the mclust package will do this:
model <- Mclust(data, G=2)
- Calculate the number of bins for the histogram. You can use the formula given:
n <- length(data)
bin_width <- 2 * IQR(data) / (n^(1/3))
range <- max(data) - min(data)
N <- ceiling(range / bin_width)
- Plot the histogram of the data:
hist(data, breaks=N, freq=FALSE, main="Histogram with Fitted Density")
The freq=FALSE argument ensures that the histogram is normalized, so it can be compared with the density.
- Plot the fitted two-component normal mixture density on top of the histogram:
x <- seq(min(data), max(data), length.out=100)
y <- densityMclust(model, x)$z
lines(x, y, col="red")
The seq function generates a sequence of x-values over the range of the data, and the densityMclust function calculates the corresponding y-values of the density. The lines function then adds these to the plot.
You should now see a plot of the histogram of the data with the fitted density overlaid. The density should give a good fit to the data if the model is appropriate.
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