\(\)
CONCLUSION
Using the EM-Algorithm, I have calculated the value of MLE's of Θ={μ1,Σ1,μ2,Σ2,\(\pi\)} for 200 multivariate data points whose pdf was a mixture of two gaussian distribution(one with probability density pi and other with probability density (1-pi). Also after calculating the expected value of each of these data point, I have classified them as a fake currency(1) or the original currency(0).
APPENDIX
load('swiss-bank.dat');