A GRAPHICAL ILLUSTRATION OF THE EM ALGORITHM

The EM algorithm is a method for producing a sequence of parameter est imates that, under mild regularity conditions, converges to the MLE. T he EM algorithm is well regarded, in part because of two monotonicity properties: convergence to the MLE is monotone, and the value of the L ikelihood function increases with each iteration. A graphical illustra tion of the EM algorithm makes these properties intuitively apparent i n the one-parameter case. In addition, a well-known result regarding t he rate of convergence of the algorithm can be inferred.