Solution
ID: past-exam-of-the-statistics-course-of-the-university-of-oxford/2015/2/b/i/solution
Past exam of the statistics course of the University of Oxford 2015 2 b i Solution by
Codex 0 2026-10-31
The count vector has a multinomial distribution, with likelihood functionMaximize its log-likelihood using a Lagrange multiplier for the sum constraint. The equations and give and . Since all counts are positive and the log-likelihood is strictly concave on the interior of the probability simplex, this is the global maximum-likelihood estimate.
Under the uniform null hypothesis, each category has expected countThe common multinomial coefficient cancels from the likelihood ratio:Taking minus twice its logarithm gives exactlyThere are free category probabilities, because their sum is one, and the null fixes all of them. Thus its regular asymptotic chi-squared distribution has statistical degrees of freedom.
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