Question: Q5. [III]I points] The ExpectationSic}: iu the EM algorithm is to compute the conditional expectation omaepig@ymam= with 9.] the current estimate for the parameter E.
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Q5. [III]I points] The ExpectationSic}: iu the EM algorithm is to compute the conditional expectation omaepig@ymam= with 9.] the current estimate for the parameter E. The MCEM algorithm is proposed to overcome the difculty to carry out the calculation. It approximates the quantity Q{3ln, x} by the following sample mean madam\") Ma @maw= i ll ._. with {all} : j = 1, . . . , J} a random sample from the conditional distribution ZIK = x N Memo; 1:). 1. {iii} What is the rationale for that approximation? 1. {ii} If the computing times with J = 5D and J = l are similar in an application of the MCEM algorithm, which do you recommend to use, J = 5|] or J = l? Justify your answer. I {iii} 1When is it true that QJ{H|SD, x} = log chjdlxj with 2,: = 23;] amg'J, the sample mean of the generated random sample {am : j = 1, . . . , J} from k[Zl; it)? Why? I. {iv} Suppose a student chooses in the approximation to draw observations from his prior distribution of Z, denoted by MB 9D}: instead of using the conditional distribution Memo; 1:). Give your critique of his appr
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