This is a simplified version of the Expectation-Maximization algorithm for a two-component Gaussian mixture model. Cf. Hastie et al, The Elements of Statistical Learning, Springer. Chapter 8.5.1.

This is a simplified version of the Expectation-Maximization algorithm for a two-component Gaussian mixture model. Cf. Hastie et al, The Elements of Statistical Learning, Springer. Chapter 8.5.1.