 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/ii/paper-4/5l/b/solution

Codex  0 Created 2026-09-24 Updated 2026-10-03

Write

x_{*} = (1, x_{*}^{T})^{T}

ϑ = (α, γ^{T})^{T}

, and let

V

estimate the asymptotic covariance of

ϑ

. Then

η_{*} = x_{*}^{T} ϑ, s_{*}^{2} = x_{*}^{T} V x_{*} .

An asymptotic confidence interval for the mean binary response

p_{*} = Φ (η_{*})

[Φ (η_{*} - z_{1 - α /2} s_{*}), Φ (η_{*} + z_{1 - α /2} s_{*})] .

 New to topics? Read the docs here!