Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 44 5 a Solution Created 2026-10-03 Updated 2026-10-14
Let . Since the two counts are independent Poisson distributions with means and , their total is a Poisson distribution with mean . For a fixed observed total , divide the joint probability mass function by that of the total:Define , so . ThenFor independent patients, the paired Poisson conditional likelihood isEvery nuisance rate cancels, while each patient's own baseline count level is retained through the conditioning total. A patient with total zero would contribute the constant one.
For these data, , , and . Maximizing this conditional likelihood givesThese are the fit under the model without a cure component, not the estimates of the mixture model in the later parts.
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 46 1 d Solution Created 2026-10-03 Updated 2026-10-14
For pair , use conditionally independent counts and , with a common effect and a separate positive baseline rate for each physician. Equivalently the linear predictor is , with . This Poisson regression controls each physician's stable baseline propensity.
Condition on all twelve pair totals . The paired Poisson conditional likelihood has independent factorsThis eliminates every exactly. It is more useful as a nuisance-elimination device than the unpaired calculation, which removes only one common baseline: many pair-specific rates are otherwise estimated from just two measurements each.
A possible concern is loss of information through conditioning on totals that are not ancillary for , especially with sparse pairs; a zero-total pair contributes no conditional information. There is an important qualification in this exact fixed-baseline Poisson model. Maximizing over gives , and substitution leaves precisely the same -dependent factor as the conditional likelihood. Hence there is no extra loss relative to ordinary profiling in this particular model; one should not automatically assert an incidental-parameter bias in its estimate of .
Additional baseline observations, a calibrated distribution of baseline rates, or informative hierarchical constraints can retain information in the pair totals. A Gamma–Poisson hierarchical model is one possible structured model, but merely giving it a completely free common mean does not automatically create extra information about : that mean can absorb the factor in the totals. Such remedies trade exact nuisance elimination for additional data or assumptions. Finally, paired sampling alone does not establish conditional Poisson independence or equidispersion: remaining within-physician dependence or overdispersion should be checked, and an appropriate joint count model or physician-level robust variance used if needed. The common multiplicative-effect assumption is also part of the analysis.