Maximum Likelihood Estimates and the EM Algorithms III Henry Horng-Shing Lu Institute of Statistics…

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EM Algorithm (1)  Dempster, Little, Rubin (1977, JRSSB) [The proof has some error.]  Wu (1983, AS) [Correct the proof.]  Books and reference for the EM Algorithm: McLachland and Krishnan (1997), The EM Algorithm and Extensions, Wiley, New York. bayes/bank/handout12.pdf 3