G'day Sean,
On Fri, 15 Feb 2008 09:12:22 +0800
"Hung-Hsuan Chen (Sean)" <[EMAIL PROTECTED]> wrote:
> Assume I have 3 distributions, x1, x2, and x3.
> x1 ~ normal(mu1, sd1)
> x2 ~ normal(mu2, sd2)
> x3 ~ normal(mu3, sd3)
> y1 = x1 + x2
> y2 = x1 + x3
>
> Now that the data I can observed is only y
Dear all:
Assume I have 3 distributions, x1, x2, and x3.
x1 ~ normal(mu1, sd1)
x2 ~ normal(mu2, sd2)
x3 ~ normal(mu3, sd3)
y1 = x1 + x2
y2 = x1 + x3
Now that the data I can observed is only y1 and y2. It is
easy to estimate (mu1+m2), (mu1+mu3), (sd1^2+sd2^2) and
(sd1^2+sd3^2) by EM algorithm since
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