12(:_,V1 : -11 wi,J) 0 < i < 2Q, i < j < 2Q, 1 < v < V. (12.24) Re-estimation of the remaining model parameters via maximization of Q2(41 ,14,0) is described in detail below. Referring to the constraint expressed in Eq. 12.20, we note that the constraint has been imposed only on µ,,, m , and be. The parameters and a,' are free of the constraint and hence can be re-estimated using the conventional formulae [Baum 72]:

doi:10.1201/9781482276237-69

Chapter

ABSTRACT

In theory, Eqs. 12.29, 12.30, and 12.31 can be solved simultaneously to produce the re-estimated values of py, my, and be that we seek; it is a matter of solving (2C + V) equations in (2C + V) unknowns. However, in practice the system of equations is nonlinear and would generally require complex numerical procedures to solve.