11.9. Derive the EM algorithm for the model of Example 11.4 extended with the specification that m...
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11.9. Derive the EM algorithm for the model of Example 11.4 extended with the specification that m Nð0; t2Þ, where m is treated as missing data. Then consider the case where t2 ! 1, yielding a flat prior on m.
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Statistical Analysis With Missing Data
ISBN: 9780471183860
2nd Edition
Authors: Roderick J. A. Little, Donald B. Rubin
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