 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/iii/paper-218/5/c/i/solution

For

Y \sim N_{n} (Xβ, σ^{2} I)

ℓ (β, σ^{2}) = - \frac{n}{2} lo g (2 π) - \frac{n}{2} lo g σ^{2} - \frac{1}{2 σ ^{2}} ∥ Y - Xβ ∥_{2}^{2} .

 New to topics? Read the docs here!