Show how to augment the model to build a model

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Reference no: EM131855059

Problem

Suppose we have a given model P(X | θ) on a set of variable X = {X₁, . . . , X_n}, and some incomplete data. Suppose we introduce additional variables Y = {Y₁, . . . , Y_n} so that Yi has the value 1 if Xi is observed and 0 otherwise. We can extend the data, in the obvious way, to include complete observations of the variables Y. Show how to augment the model to build a model P(X,Y| θ, θ') = P(X|θ)P(Y| X, θ') so that it satisfies the missing at random assumption.

Reference no: EM131855059

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