(12 pts) Suppose X1, X2,.Xn, are independent and identically distributd (iid) random variables from a distribution...
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(12 pts) Suppose X1, X2,.Xn, are independent and identically distributd (iid) random variables from a distribution where X Exp(0), 2 0,0> 0. Let Z1, Z2,..., Zn denote the censored observation. That is, for Zi, i= 1,2... n2, we only know that Z, > a, for some known a, and that Zis are independent of the X,s. (a) Derive the observed and the complete data likelihoods. (b) Write the E-step and the M-step to estimate the parameter 0 (12 pts) Suppose X1, X2,.Xn, are independent and identically distributd (iid) random variables from a distribution where X Exp(0), 2 0,0> 0. Let Z1, Z2,..., Zn denote the censored observation. That is, for Zi, i= 1,2... n2, we only know that Z, > a, for some known a, and that Zis are independent of the X,s. (a) Derive the observed and the complete data likelihoods. (b) Write the E-step and the M-step to estimate the parameter 0
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