Suppose light bulbs have an exponential lifetime with mean . Two experiments are conducted. In the first,

Suppose light bulbs have an exponential lifetime with mean θ. Two experiments are conducted. In the first, the lifetimes y1,...,yn of n independent bulbs are observed. In the second, p independent bulbs are observed to burn out before time t, and q independent bulbs are observed to burn out after time t. In other words, the lifetimes in the second experiment are both left and right censored. Construct an EM algorithm for finding the maximum likelihood estimate of θ [7].