8.9 By hand calculation, carry out the multivariate normal EM algorithm for the data set in Table 7.1, with initial estimates based on the complete observations. Hence verify that, for this pattern of data and choice of starting values, the algorithm converges after one iteration (i.e., subsequent iterations lead to the same answer as the first iteration).Why does Eq. (8.29) not apply in this case? (Hint: Consider Corollary 8.2 of Theorem 8.1 with θ(t) = θ∗.)

Problems 211