Estimating the parameters of hidden binomial trials by the EM algorithm

Degang Zhu

EN

Estimating the parameters of hidden binomial trials by the EM algorithm

Abstract

The EM algorithm has become a popular efficient iterative procedure to compute the maximum likelihood (ML) estimate in the presence of incomplete data. Each iteration of the EM algorithm involves two steps called expectation step (E-step) and maximization step (M-step). Complexity of statistical model usually makes the iteration of maximization step difficult. An identity on which the derivation of the EM algorithm is based is presented. It is showed that deriving iteration formula of parameter of hidden binomial trials based on the identity is much simpler than that in common M-step.

Keywords

Maximum likelihood,EM algorithm,incomplete data,hidden binomial trials,identity

References

. . .

Details

Primary Language

English

Subjects

-

Journal Section

Research Article

Authors

Degang Zhu ^* This is me
China

Publication Date

October 1, 2014

Submission Date

September 2, 2013

Acceptance Date

December 2, 2013

Published in Issue

Year 2014 Volume: 43 Number: 5

IZ

https://izlik.org/JA23MC39JM

Cite

RIS / Bibtex

APA

Zhu, D. (2014). Estimating the parameters of hidden binomial trials by the EM algorithm. Hacettepe Journal of Mathematics and Statistics, 43(5), 885-890. https://izlik.org/JA23MC39JM

AMA

1.Zhu D. Estimating the parameters of hidden binomial trials by the EM algorithm. Hacettepe Journal of Mathematics and Statistics. 2014;43(5):885-890. https://izlik.org/JA23MC39JM

Chicago

Zhu, Degang. 2014. “Estimating the Parameters of Hidden Binomial Trials by the EM Algorithm”. Hacettepe Journal of Mathematics and Statistics 43 (5): 885-90. https://izlik.org/JA23MC39JM.

EndNote

Zhu D (October 1, 2014) Estimating the parameters of hidden binomial trials by the EM algorithm. Hacettepe Journal of Mathematics and Statistics 43 5 885–890.

IEEE

[1]D. Zhu, “Estimating the parameters of hidden binomial trials by the EM algorithm”, Hacettepe Journal of Mathematics and Statistics, vol. 43, no. 5, pp. 885–890, Oct. 2014, [Online]. Available: https://izlik.org/JA23MC39JM

ISNAD

Zhu, Degang. “Estimating the Parameters of Hidden Binomial Trials by the EM Algorithm”. Hacettepe Journal of Mathematics and Statistics 43/5 (October 1, 2014): 885-890. https://izlik.org/JA23MC39JM.

JAMA

1.Zhu D. Estimating the parameters of hidden binomial trials by the EM algorithm. Hacettepe Journal of Mathematics and Statistics. 2014;43:885–890.

MLA

Zhu, Degang. “Estimating the Parameters of Hidden Binomial Trials by the EM Algorithm”. Hacettepe Journal of Mathematics and Statistics, vol. 43, no. 5, Oct. 2014, pp. 885-90, https://izlik.org/JA23MC39JM.

Vancouver

1.Degang Zhu. Estimating the parameters of hidden binomial trials by the EM algorithm. Hacettepe Journal of Mathematics and Statistics [Internet]. 2014 Oct. 1;43(5):885-90. Available from: https://izlik.org/JA23MC39JM