Maximum likelihood estimation from fuzzy data using the EM algorithm

A method is proposed for estimating the parameters in a parametric statistical model when the observations are fuzzy and are assumed to be related to underlying crisp realizations of a random sample. This method is based on maximizing the observed-data likelihood defined as the probability of the fuzzy data. It is shown that the EM algorithm may be used for that purpose, which makes it possible to solve a wide range of statistical problems involving fuzzy data. This approach, called the fuzzy EM (FEM) method, is illustrated using three classical problems: normal mean and variance estimation from a fuzzy sample, multiple linear regression with crisp inputs and fuzzy outputs, and univariate finite normal mixture estimation from fuzzy data. (C) 2011 Elsevier B.V. All rights reserved.