IJRR

International Journal of Research and Review

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Short Communication

Year: 2021 | Month: September | Volume: 8 | Issue: 9 | Pages: 275-277

DOI: https://doi.org/10.52403/ijrr.20210937

Maximum Likelihood Estimation using the EM Algorithm

Ahsene Lanani

Department of Mathematics, Faculty of Exact Sciences, University Frères Mentouri Constantine 1, 25000 Algeria

ABSTRACT

This paper yields with the Maximum likelihood estimation using the EM algorithm. This algorithm is very used to solve nonlinear equations with missing data. We estimated the linear mixed model parameters and those of the variance-covariance matrix. The considered structure of this matrix is not necessarily linear.

Keywords: Algorithm EM; Maximum likelihood; Mixed linear model.

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