Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/ii/paper-2/5j/solution

A generalized linear model assumes that the independent responses have distributions in an exponential family, with means , and that
The invertible function is the link function; it connects the mean to the linear predictor.
For binomial regression, write independently, so . The logistic regression link is
while probit regression uses
where is the standard-normal distribution function. The logit is the canonical link function for the binomial family.

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