Abstract
A frequently occurring problem is to find the maximum likelihood estimation (MLE) of p subject to p∈C (C⊂ P the probability vectors in R k). The problem has been discussed by many authors and they mainly focused when p is restricted by linear constraints or log-linear constraints. In this paper, we construct the relationship between the the maximum likelihood estimation of p restricted by p∈C and EM algorithm and demonstrate that the maximum likelihood estimator can be computed through the EM algorithm (Dempster et al. in J R Stat Soc Ser B 39:1–38, 1997). Several examples are analyzed by the proposed method.
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Li, Y., Gao, W. & Shi, NZ. A note on multinomial maximum likelihood estimation under ordered restrictions and the EM algorithm. Metrika 66, 105–114 (2007). https://doi.org/10.1007/s00184-006-0098-z
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DOI: https://doi.org/10.1007/s00184-006-0098-z