Gaussian Mixture Model Calculator

Fit a mixture of Gaussian distributions to your data using the EM algorithm.

Model Summary

Data Points:10
Components:2
Iterations:5
Parameters:5

Component Parameters

ComponentWeightMeanStd DevVarianceSize
160.1%2.45330.92300.85196
239.9%5.87550.25840.06684

Model Fit

Log-Likelihood:-14.9894
AIC:39.9788
BIC:41.4917

Mixture Density

Solid: Mixture | Dashed: Components | Dots: Data colored by assignment

Interpretation

The data is modeled as a mixture of 2 Gaussian distributions. Lower AIC/BIC values indicate better model fit. Compare different numbers of components to find the optimal model.