The following data are observations of the random variable X = (1W)Y 1 + WY 2 ,

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The following data are observations of the random variable X = (1−W)Y1+ WY2, where W has a Bernoulli distribution with probability of success 0.70; Y1 has a N(100, 202) distribution; Y2 has a N(120, 252) distribution; W and Y1 are independent; and W and Y2 are independent.

Program the EM algorithm for this mixing problem as discussed at the end of the section. Use a dotplot to obtain initial estimates of the parameters. Compute the estimates. How close are they to the true parameters?

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Introduction To Mathematical Statistics

ISBN: 9780321794710

7th Edition

Authors: Robert V., Joseph W. McKean, Allen T. Craig

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