Estimating the parameters of hidden binomial trials by the EM algorithm

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	Estimating the parameters of hidden binomial trials by the EM algorithm
	Zhu, Degang 1,2
刊名	HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
	2014-12
卷号	43 期号:5 页码:885-890
关键词	Maximum likelihood EM algorithm incomplete data hidden binomial trials identity
ISSN号	1303-5010
英文摘要	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.
WOS研究方向	Mathematics
语种	英语
出版者	HACETTEPE UNIV, FAC SCI
WOS记录号	WOS:000347016500020
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/1653]
专题	上海财经大学
通讯作者	Zhu, Degang
作者单位	1.Nanjing Forestry Univ, Dept Appl Math, Nanjing 210037, Jiangsu, Peoples R China 2.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China;
推荐引用方式 GB/T 7714	Zhu, Degang. Estimating the parameters of hidden binomial trials by the EM algorithm[J]. HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS,2014,43(5):885-890.
APA	Zhu, Degang.(2014).Estimating the parameters of hidden binomial trials by the EM algorithm.HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS,43(5),885-890.
MLA	Zhu, Degang."Estimating the parameters of hidden binomial trials by the EM algorithm".HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS 43.5(2014):885-890.