γjk\gamma_{jk}代表第j个观测值是否选择了第k个模型,1:是,0:否
γ^jk=E(γjk∣y,θ)\hat \gamma_{jk} = E(\gamma_{jk}|y,\theta)代表在y和θ\theta已知的情况下γjk\gamma_{jk}的条件期望。

γ^jk=E(γjk∣y,θ)=P(γjk=1∣y,θ)1=P(γjk=1,yj∣θ)∑kP(γjk=1,yj∣θ)2=P(yj∣γjk=1,θ)P(γjk=1∣θ)∑kP(yj∣γjk=1,θ)P(γjk=1∣θ)3=akϕ(yj∣θk)∑kakϕ(yj∣θk)4 \begin{aligned} \hat \gamma_{jk} & = E(\gamma_{jk}|y,\theta) \\ & = P(\gamma_{jk}=1|y,\theta) && {1} \\ & = \frac{P(\gamma_{jk}=1, y_j | \theta)}{\sum_kP(\gamma_{jk}=1, y_j | \theta)} && {2} \\ & = \frac{P(y_j | \gamma_{jk}=1, \theta)P(\gamma_{jk}=1|\theta)}{\sum_kP(y_j | \gamma_{jk}=1, \theta)P(\gamma_{jk}=1|\theta)} && {3} \\ & = \frac{a_k\phi(y_j|\theta_k)}{\sum_k a_k\phi(y_j|\theta_k)} && {4} \end{aligned}

关于以上公式的说明:
(1):离散变量\gamma_{jk}的取值范围为0和1。根据离散型变量的期望公式,得:
E(γjk∣y,θ)=1∗P(γjk=1∣y,θ)+0∗P(γjk=0∣y,θ) E(\gamma_{jk}|y,\theta) = 1 * P(\gamma_{jk}=1|y,\theta) + 0 * P(\gamma_{jk}=0|y,\theta) (2):
P(γjk=1∣y,θ)=P(γjk=1∣yj,θ)只有yj与P(γjk)有关,其它y都可以忽略=P(γjk=1∣yj,θ)∑kP(γjk∣yj=1,θ)根据γjk的定义,∑kP(γjk=1)=1,与yj和θ无关=P(γjk=1∣yj,θ)P(yj∣θ)∑kP(γjk∣yj=1,θ)P(yj∣θ)分子分母同乘以P(yj∣θ)=P(γjk=1,yj∣θ)∑kP(γjk=1,yj∣θ)贝叶斯公式,P(A∣B)P(B)=P(A,B) \begin{aligned} P(\gamma_{jk}=1|y,\theta) & = P(\gamma_{jk}=1|y_j,\theta) & \text{只有}y_j\text{与}P(\gamma_{jk})\text{有关,其它y都可以忽略} \\ & = \frac{P(\gamma_{jk}=1|y_j,\theta)}{\sum_k P(\gamma_{jk}|y_j=1,\theta)} & \text{根据}\gamma_{jk}\text{的定义,}\sum_k P(\gamma_{jk}=1) = 1,\text{与}y_j\text{和}\theta\text{无关} \\ & = \frac{P(\gamma_{jk}=1|y_j,\theta)P(y_j|\theta)}{\sum_k P(\gamma_{jk}|y_j=1,\theta)P(y_j|\theta)} & \text{分子分母同乘以}P(y_j|\theta) \\ & = \frac{P(\gamma_{jk}=1, y_j|\theta)}{\sum_k P(\gamma_{jk}=1, y_j|\theta)} & \text{贝叶斯公式,}P(A|B)P(B) = P(A, B) \end{aligned} (3):贝叶斯公式,P(A, B) = P(B|A)P(A)
(4):P(γjk=1∣θ)P(\gamma_{jk}=1|\theta)代表选择模型k的概率,为ak
P(yj∣γjk=1,θ)P(y_j | \gamma_{jk}=1, \theta)代表通过第k的模型得到yj的概率,为ϕ(yj∣θk)\phi(y_j|\theta_k)

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