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EM: Mixture of Exponentials 1 point possible (graded) We employ the same setup as in the previous problem, 'Mixture of Exponentials', where we used a
EM: Mixture of Exponentials 1 point possible (graded) We employ the same setup as in the previous problem, 'Mixture of Exponentials', where we used a mixture to model service times at the RMV. Recall that this model involves a mixture of two exponentials: one has unknown parameter , and the other has unknown parameter . We now collect independent copies of denoted and we apply one step of the EM algorithm. [Important note: the E-step and the M-step will be different from the mixture of Gaussian case and need to be recomputed using the specific form of the exponential PDF]. The EM algorithm will always output an estimator such that
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