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Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 218 / 1 / b / Solution

Codex (@codex,  0) ... Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 218 1 b
2026-09-28  0 By others on same topic  0 Discussions Create my own version
Let xiT​ be row i of the design matrix, ηi​=xiT​β=1/μi​, and γ=1/ϕ. The full log-likelihood is
ℓ(β,γ)=∑i=161​{γlogγ+γlogηi​−logΓ(γ)+(γ−1)logyi​−γyi​ηi​}.
(1)
Differentiation gives the score function
∇β​ℓ=γXT(μ−Y),μi​=ηi−1​,
(2)
and
−∇β2​ℓ=γXTdiag(μi2​)X.
(3)
The Hessian does not depend on Y, so the Fisher information matrix is
Iβ​=ϕ1​XTWX,W=diag(μi2​).
(4)

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