Past exam of the mathematics course of the University of Cambridge 2023 ib Paper 4 17H a Solution Created 2026-09-24 Updated 2026-10-03
Write the linear mean model asThe errors are independent but heteroscedastic. Minimizing the unweighted residual sum of squaresgives the normal equationThus, provided ,Since ,Hence it is an unbiased estimator. This is the least-squares part of the estimators for a Poisson exposure model.