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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