Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2003/iii/paper-38/3/a/solution

For independent Bernoulli random variables, the log-likelihood is
Every likelihood factor is at most one, so . In the statistical saturated model, choose independently for each observation. The probability of each realised response is then exactly one. With the continuous convention , the Bernoulli saturated log-likelihood is therefore
The inclusion of probabilities zero and one is important: if the parameter space required , zero would be the supremum approached at the boundary, rather than an attained maximum.

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