Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 38 3 a Solution Created 2026-10-03 Updated 2026-10-14
For independent Bernoulli random variables, the log-likelihood isEvery likelihood factor is at most one, so . In the statistical saturated model, choose independently for each observation. The probability of each realised response is then exactly one. With the continuous convention , the Bernoulli saturated log-likelihood is thereforeThe inclusion of probabilities zero and one is important: if the parameter space required , zero would be the supremum approached at the boundary, rather than an attained maximum.