Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2004/iii/paper-40/6/ii/solution

Let be the unobserved part of the fourth count associated with the component of probability . Its complementary subcount has probability . Conditional on the observed fourth count and a parameter value,
The complete-data log-likelihood now has the simple form
The constant term can depend on the completed counts, but not on . The split therefore converts the troublesome term into a binomial-like maximization problem. Since is unobserved, it should be averaged conditionally in an EM algorithm, not guessed or treated as observed.

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