Homework Problem 18, Due Monday March 29. ----------------------------------------- Dataset Dset3B.asc.gz in the data-directory on the web-page, http://www.math.umd.edu/~evs/s798c/Data contains 1000 values T_j, j=1,...,1000 simulated from the mixture density f(t) = 2p e^{-2t} + (1-p) lambda e^{-lambda t} , t > 0 where 0 < lambda < 2 and 0 < p < 1 together constitute the unknown parameter theta = (lambda, p). Find the Maximum Likelihood Estimator for theta by two distinct methods: (i). Steepest-ascent or Quasi-Newton direct maximization of the likelihood. (ii). The EM algorithm. For each method display all iterations required, starting with the initial guess theta_1 = (1,0.5), to converge so that at the last iteration the log-likelihood logLik(theta_n) changes from logLik(theta_{n-1}) by no more than 1e-3, and also ||theta_n - theta_{n-1}||_2 < 0.003 .