Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 39 5 Solution Created 2026-10-03 Updated 2026-10-06
The Bradley-Terry model assigns comparison probability to each observed edge. Up to factors independent of the parameters, its likelihood function isThe comparison graph is a path graph, hence a tree. After fixing , its edge ratios are unconstrained positive coordinates: every collection determines uniquely .
For a convenient strict-concavity calculation, use the edge log-ratios in a Bradley-Terry comparison tree . The log-likelihood separates asEach derivative is , where is the logistic function of , and each second derivative is . Because , there is a unique finite global maximum atConverting back gives the Bradley-Terry maximum-likelihood estimate on a path:Equivalently, recurse backwards using . All estimates are finite and positive. The sample size changes the curvature of the likelihood but not this maximizer; absence of comparison cycles is what permits every empirical edge proportion to be fitted simultaneously.