Olga edited Methods Description.tex  over 9 years ago

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$Q(\mathbf{\theta}|\mathbf{\theta^{(t)}})=E_{\textbf{z}|\textbf{x},\mathbf{\theta^{(t)}}}(logL(\mathbf{\theta};\textbf{x};\textbf{z}))$  $T^{(t)}=P(Z_i=j|X_i=x_i,\theta^{(t)})=\frac{P(z_j)f(x_i|\mu^{(t)}_{j}, \sigma^2^{(t)}_{j})}{p^{(t)} $T^{(t)}=P(Z_i=j|X_i=x_i,\theta^{(t)})=\frac{P(z_{j})f(x_i|\mu^{(t)}_{j}, \sigma^{2(t)}_{j})}{p^{(t)}  f(x_i|\mu^{(t)}_{1}, \sigma^2^{(t)}_{1})+(1-p)f(x_i|\mu^{(t)}_{2}, \sigma^2^{(t)}_{2})}$ \sigma^{2(t)}_{1})+(1-p)f(x_i|\mu^{(t)}_{2}, \sigma^{2(t)}_{2})}$  t - iterations, continue until |logL(t+1) -logL(t)| <10^{-3}  \subsection{Excess-mass method (EMM)} \label{sec:methods-emm}