For a connected tree of comparisons with every observed win fraction strictly between zero and one, the Bradley-Terry model can fit every empirical edge probability exactly. Fix one positive strength to remove scaling ambiguity, then propagate strength ratios along tree edges. Edge log-ratios are independent real coordinates and each binomial log-likelihood term is strictly concave, proving existence and uniqueness of the normalized estimate. Cycles would impose extra compatibility relations.
For observed neighbor win fractions on the path graph , the normalized Bradley-Terry model estimate with is . This is backward propagation of empirical odds along the path. Every edge proportion is fitted exactly, and strict concavity in edge log-ratios proves that this is the unique global maximum.
Orient the edges of a comparison tree and set . After anchoring one vertex strength, these edge quantities are unconstrained coordinates. The Bradley-Terry model probability is the logistic function of , and its binomial log-likelihood contribution is . Differentiating gives the fitted odds .
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.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 42 5 Solution Created 2026-10-03 Updated 2026-10-06
Use positive ability parameters in the Bradley-Terry model, so . If the course instead denotes log abilities by , apply the following calculation to their exponentials; the ordering is unchanged. Up to a factor independent of the abilities, the likelihood function isThe observed wins form a directed cycle, so a finite maximum exists. The Bradley-Terry likelihood Hessian is negative definite on contrasts of log abilities, giving uniqueness up to common scaling. We can therefore find the maximum-likelihood estimate through the Bradley-Terry score equations.
Player 1 has one observed win in two comparisons. Its score equation iswhich simplifies to . By the model's scale invariance, set and write , , with . Player 2's score equation becomesThe left side of the polynomial equation is strictly increasing on , starts at zero, and tends to infinity. For , its unique solution is . For , its value at one is , so its solution satisfies . The Three-player Bradley-Terry comparison cycle consequently givesThus there is a complete tie when each directed edge is observed once, and otherwise the decreasing ranking is 2, 1, 3.