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Write down the expressions for the E- and M-steps. on the (k + 1)th iteration of the EM algorithm.

Question

Write down the expressions for the E- and M-steps. on the (k + 1)th iteration of the EM algorithm.
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Solution 1

The Expectation-Maximization (EM) algorithm is a two-step iterative method used in statistics to find the maximum likelihood estimate of parameters when the data is incomplete or has missing values. The two steps are the Expectation step (E-step) and the Maximization step (M-step).

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