Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2006/iii/paper-47/6/c/solution

With complete counts fixed, the likelihood factor for is . As a function of , normalize it to the density of a beta distribution with parameters . Normalization does not change its maximizing argument. The standard beta-mode formula, when both counts are positive, gives
This uses the standard distribution result without differentiating the likelihood, and introducing the normalized beta kernel does not require adopting a Bayesian prior. If only is zero the maximum is at zero; if only is zero it is at one; if both vanish every probability maximizes the constant factor. For the EM M step the same beta-mode argument applies to the expected, possibly noninteger counts, since positive real beta parameters are allowed.

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