Algorithm 1.

EM.

Initialize: μ⁰, Ω⁰

repeat

w_{i}^{n} \leftarrow \frac{α + p}{α + d_{i}^{n}}, v^{n} \leftarrow \sum_{i = 1}^{m} w_{i}^{n}

μ^{n + 1} \leftarrow \frac{1}{v^{n}} \sum_{i = 1}^{m} w_{i}^{n} x_{i}

Ω^{n + 1} \leftarrow \frac{1}{v^{n}} \sum_{i = 1}^{m} w_{i}^{n} (x_{i} - μ^{n + 1}) {(x_{i} - μ^{n + 1})}^{t}

Until convergence occurs