Bivariate beta mixture model with correlations

Abstract

The method of clustering is a probabilistic model based on clustering technique. The clustering method is often based on the assumption that data comes from a mixed model. One such mixture model is the beta mixed model. This mixed model can be used for the case of one variable or multiple variables. However, for the mixed beta model of the double variable, each variable is assumed to be independent.  In this article, we propose a mixed beta model with correlated variables. The parameter estimation method uses the MLE method via the EM algorithm. While determining the optimal number of clusters using the ICL-BIC criteria. Monte Carlo simulation is used to see the performance of the model.