Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/iii/paper-218/4/b/solution

The null model has only an intercept:
For , maximizing its log-likelihood gives and . The saturated Poisson regression gives each observation its own fitted mean , allowing zero as a limiting fitted mean. By the definition of Poisson deviance,
Since ,
Use the continuous convention . If all counts are zero, both the saturated and null likelihood maxima are attained as limits at zero mean and the deviance is zero.

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