Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2004/iii/paper-40/6/iv/solution
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 40 6 iv Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
For these counts, start with any . The conditional missing count from part (ii) has meanThe E-step objective isIts strictly concave M-step is explicit:Equivalently, the update map is . Its fixed-point equation isThe unique root in is the maximum-likelihood estimateFor example, starting at gives , then approximately , and subsequent iterates approach the displayed root. Convergence is also transparent without relying only on the general EM theorem: is increasing andThis is positive below the feasible fixed point and negative above it. Monotonicity of prevents crossing that fixed point, so the iterates converge monotonically toward it from either side. The original log-likelihood is strictly concave and diverges to minus infinity at both endpoints, establishing that the fixed point is the unique global maximum.
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