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Suppose we observe X1,X2,...Xn and Y2,Y3,...Ym all mutually independent, where Y} ~ Poissonmn) and X,- ~ Poisson(-r,-). Note that we have not observed Y1. We

Suppose we observe X1,X2,...Xn and Y2,Y3,...Ym all mutually independent, where Y} ~ Poissonmn) and X,- ~ Poisson(-r,-). Note that we have not observed Y1. We wish to use the EM algorithm to nd the MLE for 6 = (,1'), by considering the augmented date. X1, X2, . . .Xn, Y1,Y2,}', . . . Y". Set up the EM algorithm by answering the following parts. Be sure to carefully distinguish abstract parameter values (e.g. ,6) from parameter estimates from the previous step of the algorithm (eg. 8'\"), from new parameter estimates from this step of the algorithm (e.g. 130*\"). Note that the complete-data likelihood is: i n H e'T'Mn-P'e'\" 1-3.". i=1 (a) (7 points) Find the complete (augmented) data log likelihood. (b) (7 points) Find the expectation of the complete data log likelihood. (c) (7 points) Set up the equations to nd parameter values that maximize the expected complete data log likelihood. You do not need to complete the algebra. Be sure to be clear about which values are numbers and which you are solving for. (d) (9 points) Briey describe the steps in using the above equations in to nd the MLE with the EM algorithm

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