Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2020/ii/paper-3/5j/b/solution
Past exam of the mathematics course of the University of Cambridge 2020 ii Paper 3 5J b Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-03
For the normal linear model, the Gaussian likelihood givesMaximization over gives the ordinary least squares estimator , and maximization over the variance givesAt this value the quadratic term in is . There are regression coefficients and one variance parameter, so substitution into the Akaike information criterion yields
New to topics? Read the docs here!