Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-33/3/b/solution

A generalized linear model specifies independent responses in an exponential dispersion family, their means , and a link function connecting those means to a linear predictor. In the common notation,
where are known positive weights, is the common dispersion parameter, and is the variance function. The systematic part is
Here is a row of the known design matrix and contains the unknown regression coefficients. The link function is invertible on the permitted mean domain; the canonical link function takes the mean to the natural parameter. This separates distributional, predictor, and link assumptions: it does not require the response itself to be normally distributed or the mean itself to be linear in the covariates.

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