HMMs are statistical models used in a very successful and effective form in speech recognition. However, HMM is a general model to describe the dynamic of stochastic processes; therefore it can be applied to a huge variety of biomedical signals. Usually, the HMM parameters are estimated by means of MLE (Maximum Likelihood Estimation) criterion. Nevertheless, MLE has as disadvantage that the distribution it is wanted to adjust is the distribution of each class, besides the models and/or data of other classes do not participate in the parameter re-estimation, as a result, the ML criterion is not directly related to reduce the error rate; it has led to many researchers to choice other training techniques known as discriminative training, including maximum mutual information (MMI) estimation. In this work, we carry out an EEG classification in order to compare HMM trained with both ML estimation and MMI estimation. The obtained results show a better performance in all database used.