Now assume we do not know which coin is tossed in each
experiment, and we decide to use the EM algorithm to estimate θA,θB
. Suppose we initialize the parameters as θ0A=0.6 and θ0B=0.4 .
Also, we initially think coin A and coin B are selected with equal
probability and independently in each experiment.
Experiment | Coin | Outcome
1 | ? | H T T H
2 | ? | H H H T
Perform the first iteration of E-step, find the value of Q1(z(1)=A)
, i.e. the conditional probability that coin A is selected in
Experiment 1, and Q2(z(2)=A) , i.e. the conditional probability
that coin A is selected in Experiment 2.
(Enter numerical answers accurate to at least 2 decimal places.
)
Q1(z(1)=A)=
Q2(z(2)=A)=
After performing the first iteration of E-step, perform the first
iteration of M-step, find θ1A,θ1B , the value of θ after the first
iteration of the EM algorithm.
(Enter numerical answers accurate to at least 2 decimal places.
)
θ1A=
θ1B=
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