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Merge branch 'master' of github.com:unpingco/Python-for-Signal-Processing
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Expectation_Maximization.ipynb

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"by maximizing it using basic calculus. The trick is to remember that $\\hat{z}_i$ is *fixed*, so we only have to maximize the $\\log$ parts. This leads to\n",
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"\n",
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"$$ \\hat{\\mu}_a = \\frac{\\sum_{i=1}^n \\hat{z}_i x_i}{\\sum_{i=1}^n \\hat{z}_i } $$\n",
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"$$ \\hat{\\mu_a} = \\frac{\\sum_{i=1}^n \\hat{z}_i x_i}{\\sum_{i=1}^n \\hat{z}_i } $$\n",
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"\n",
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"and for $\\mu_b$ \n",
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"\n",
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"$$ \\hat{\\mu}_b = \\frac{\\sum_{i=1}^n (1-\\hat{z}_i) x_i}{\\sum_{i=1}^n 1-\\hat{z}_i } $$\n",
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"$$ \\hat{\\mu_b} = \\frac{\\sum_{i=1}^n (1-\\hat{z}_i) x_i}{\\sum_{i=1}^n 1-\\hat{z}_i } $$\n",
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"\n",
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"Now, we finally have the *maximization* step ( above ) and the *expectation* step ($\\hat{z}_i$) from earlier. We're ready to simulate the algorithm and plot its performance!\n"
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