Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/ii/paper-1/5j/solution

For , the delta method with gives
Thus the transformation stabilizes variance at large .
A Gaussian linear model for treats the transformed observations as having additive constant-variance errors and models as linear. A Poisson regression with square-root link retains the Poisson likelihood and models
The two procedures therefore have different likelihoods, fitted means, and constraints; transforming the response is not the same as transforming its conditional mean.

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