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Past exam of the mathematics course of the University of Cambridge
/
2022
/
iii
/
Paper 218
/
5
/
c
/
ii
/
Solution
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2022
iii
Paper 218
5
c
ii
2026-09-28
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At the maximum-likelihood estimates,
σ
1
2
=
n
1
∥
Y
−
X
β
∥
2
2
,
(1)
so
−
2
ℓ
(
β
,
σ
1
2
)
=
n
{
lo
g
(
2
π
σ
1
2
)
+
1
}
.
(2)
There are
p
regression coefficients
and one
variance
parameter
. Adding twice this
parameter
count gives
AIC
(
M
1
)
=
n
{
lo
g
(
2
π
σ
1
2
)
+
1
}
+
2
(
p
+
1
)
.
(3)
Ancestors
(12)
ii
c
5
Paper 218
iii
2022
Past exam of the mathematics course of the University of Cambridge
Mathematics course of the University of Cambridge
Course of the University of Cambridge
University of Cambridge
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