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Thread Subject:
Which gmdistribution does my data belong to ?

Subject: Which gmdistribution does my data belong to ?

From: Louis

Date: 30 Mar, 2012 16:34:12

Message: 1 of 3

Hello,

Let's assume I have two gmdistibution models that i obtained using

modeldata1=gmdistribution.fit(data1,1);
modeldata2=gmdistribution.fit(data2,1);

Now I have an unknown 'data' observation, and I want to see if it belongs to data1 or data2.

Based on my understanding of these functions, nlogn output using posterior,cluster, or pdf commands wouldn't be a good measure since I am comparing 'data' to two different distributions.

What measure or output should I use find what is the p(data|modeldata1) and p(data|modeldata2) ?

Many thanks,

Subject: Which gmdistribution does my data belong to ?

From: Louis

Date: 31 Mar, 2012 22:09:11

Message: 2 of 3

Do you think using the likelihood is enough to distinguish which model my more probably lie in ? Well theoretically it makes sense however I am getting a better result using a simple threshold than gmm, and this is putting me in doubt !

I am assuming prior probability to be the same.

Furthermore, I am aware about CLASSIFY command; however, it doesn't give you the liberty to select different Gaussian distribution values.

Please advice,

Subject: Which gmdistribution does my data belong to ?

From: Louis

Date: 31 Mar, 2012 22:19:12

Message: 3 of 3

Do you think using the likelihood is enough to distinguish which model my more probably lie in ? Well theoretically it makes sense however I am getting a better result using a simple threshold than gmm, and this is putting me in doubt !

I am assuming prior probability to be the same.

Furthermore, I am aware about CLASSIFY command; however, it doesn't give you the liberty to select different Gaussian distribution values.

Please advice,

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