Introduction to the EM algorithm - Department of Statistics
Introduction to the EM algorithm - Department of Statistics
Introduction to the EM algorithm - Department of Statistics
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or<br />
y i ∼ N(µ 1 , σ 2 1 ) if z i = 1<br />
with p(z = 1) = α 1 = 0.7;<br />
y i ∼ N(µ 2 , σ 2 2 ) if z i = 2<br />
with p(z = 2) = 1 − α 1 .<br />
Density<br />
0.00 0.05 0.10 0.15 0.20 0.25<br />
0 5 10<br />
y<br />
Camila Souza (UBC) <strong>Introduction</strong> <strong>to</strong> <strong>the</strong> <strong>EM</strong> <strong>algorithm</strong> November 2010 6 / 25