 Solution

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

Codex  0 Created 2026-09-28 Updated 2026-10-03

At the maximum-likelihood estimates,

σ_{1}^{2} = \frac{1}{n} ∥ Y - X β ∥_{2}^{2},

- 2 ℓ (β, σ_{1}^{2}) = n {lo g (2 π σ_{1}^{2}) + 1} .

There are

p

AIC (M_{1}) = n {lo g (2 π σ_{1}^{2}) + 1} + 2 (p + 1) .

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