Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/ii/paper-4/13j/iv/solution

Under , the slope in this through-origin linear regression is . Its observed Wald statistic is
The corresponding two-sided p-value is about , so the fit does not give evidence against at the significance level.
The usual least-squares standard error assumes constant conditional variance. Goal counts are counts, and under the natural Poisson distribution model their variance equals their mean , so observations with different expected goals are heteroscedastic. The reported homoscedastic standard error is therefore doubtful; a heteroscedasticity-robust calculation or a suitable count model would be more credible.

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