Generalizing mixture model

[aolariu]

Hi @kerm. Were you able to figure out an approach to your problem? I’m also interested in this and I’m stuck as well.

Unable to fit arbitrary mixture model

Hello. I am trying to fit some data over a mixture model of Exponential and Normal distributions. For the sake of simplicity, the code below will only use 2 Normal distributions, as it’s the simplest way of showing how it doesn’t work. In my example, the two Normal distributions have the same weight, one has parameters (30, 5), the second (60, 5). The data that I’m fitting on is a list of 30s and 60s, each number repeated 8 times. So a properly fitted mixture will have both distributions with t…