This repository contains a derivation and code implementation of the EM algorithm for two classic problems: mixture distributions and missing data. See the EM Algorithm Examples pdf for the full derivation and explanation of the method as well as the code and results. To run the code yourself, download the EM.r file.
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Here are a couple examples of using the EM algorithm on statistical data. One example is a mixture of binomial distributions and the other is an exercise out of Casella Berger chapter 7.
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