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Let (Z1, Yl), ..., (Zn, Yn) be generated as follows: Zi ~Bernoulli(p) N(0, 1) if Zi = 0 Yi~ N(5, 1) if Zi = 1

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Let (Z1, Yl), ..., (Zn, Yn) be generated as follows: Zi ~Bernoulli(p) N(0, 1) if Zi = 0 Yi~ N(5, 1) if Zi = 1 (a Assume we do not observe the Zi's. Write the pdf f(y) of Y as a mixture of two normal distribution pdf. (Use the notation (.) which is the standard normal pdf.) (b) Write down the likelihood function for p (without Zi's). (c) Write down the complete likelihood function for p (assuming the Zi's are observed). (d) Find the maximum likelihood estimation of p using the likelihood from (c)

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