Question: In the EM algorithm, demonstrate the identity i Q( | n)|=n = i L(n) for any component i of at any interior
In the EM algorithm, demonstrate the identity
∂
∂θi Q(θ | θn)|θ=θn = ∂
∂θi L(θn)
for any component θi of θ at any interior point θn of the parameter domain. Here L(θ) is the loglikelihood of the observed data Y .
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