Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2013/iii/paper-34/3/b/solution

Set , so . The multinomial logistic regression implies . Normalizing gives
Multiply the multinomial likelihoods for conditionally independent groups. The multinomial coefficients are constant in , leaving
The reference constraint identifies the coefficients: a common shift of every category coefficient otherwise leaves all probabilities unchanged. The PDF places the full sum inside the numerator exponent; the TeX breaks that expression.

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