Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2020/ii/paper-3/5j/b/solution

For the normal linear model, the Gaussian likelihood gives
Maximization over gives the ordinary least squares estimator , and maximization over the variance gives
At this value the quadratic term in is . There are regression coefficients and one variance parameter, so substitution into the Akaike information criterion yields

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