Suppose that y is a noise-corrupted observation of a signal, Ask an Expert

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Suppose that Y is a noise-corrupted observation of a signal S. That is, Y = S + N, where S is independent of N. Assume that for a known σ, N ∼ N(0, σ2) and S ∼ N (0, θ2), where θ is unknown. Given the observation Y = y:

(a) Obtain the MLE, θˆML.

(b) Obtain an EM algorithm.

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Statistics and Probability, Statistics

Category:- Statistics and Probability
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