The following data are observations of the random variable , where W has a Bernoulli distribution with probability of success 0.70; Y1 has a N(100, 202) distribution; Y2 has a N(120, 252) distribution; W and Y1 are independent; and W and Y2 are independent. Data are in the file mix668.rda.
Program the EM algorithm for this mixing problem as discussed at the end of the section. Use a dotplot to obtain initial estimates of the parameters. Compute the estimates. How close are they to the true parameters? Note: assuming the R vector x contains the sample on X, a quick dotplot in R is computed by plot(rep(1,20)~x).