Approximation by normal distribution with covering width based EM estimation

Based on the comparison and analysis on existing non-normal distributions, the approximation method by using mixture normal distributions was proposed. For overcoming the order determination difficultyin maximum likelihood estimation based expectation maximization (EM) algorithm, the maximalcovering width principle (MCWP) for order determining was designed. The experiment result supports the feasibility of the method. It shows that the fitting by MCWP has the advantage of the Akaike information criterion. In calculating the covering width, it is necessary to adjust the maximum mean and the minimum mean by the standard deviationbased weights.