Direct Calculation of the Information Matrix via the EM Algorithm
给出了一个简单显式公式，用EM算法中的准则函数导数计算观测数据对数似然的二阶导数矩阵，对统计推断和标准误估计有用。
Summary A simple explicit formula is provided for the matrix of second derivatives of the observed data log-likelihood in terms of derivatives of the criterion function (conditional expectation of the complete data log-likelihood given the observed data) invoked by the EM algorithm.