Refer to Example 7.2.17. a. Show that the likelihood estimators from the complete-data likelihood (7.2.11) are given
Question:
a. Show that the likelihood estimators from the complete-data likelihood (7.2.11) are given by (7.2.12).
b. Show that the limit of the EM sequence in (7.2.23) satisfies (7.2.16)
c. A direct solution of the original (incomplete-data) likelihood equations is possible. Show that the solution to (7.2.16) is given by
and that this is the limit of the EM sequence in (7.2.23).
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j=2, 3, . ..,n, ,
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a The log likelihood is and differentiation gives Combining these ...View the full answer
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