Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 47 6 b ii Solution Created 2026-10-03 Updated 2026-10-14
Within the merged third observed cell, the probability of belonging to the original fourth cell isThe allocation therefore has the conditional binomial distributionIts conditional expectation and the filled-in missing counts arewith and .
Taking the conditional expectation of the complete log-likelihood gives the EM for merged multinomial cells E-step:This is the parameter-dependent part of . More precisely, , where the constant is independent of the candidate , interpreting factorials of noninteger filled counts through the Gamma function. The expected log-factorials are not generally the log-factorials of expected counts, so literal equality including the normalization would be false. Equality up to this constant is exactly what the M-step needs. Filling in conditional means works here because the candidate-parameter terms are linear in the missing counts; it is not a universal rule for the expectation-maximization algorithm.
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 47 6 b iv Solution Created 2026-10-03 Updated 2026-10-14
Using the EM for merged multinomial cells E-step,Applying the M-step maximum-likelihood estimator to the filled counts gives