Question: 11.9 Derive the EMalgorithm for the model of Example 11.4 extended with the specification that ???? N(0, ????2), where ???? is treated as missing

11.9 Derive the EMalgorithm for the model of Example 11.4 extended with the specification that ???? ∼ N(0, ????2), where ???? is treated as missing data.

Then consider the case where ????2→∞, yielding a flat prior on ????.

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