Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 223 / 2 / c

Table of contents
- Solution c

Solution

Away from the two nondifferentiable cutoffs, the skipped-mean score is

ψ_{L} (u) = 2 u 1_{{∣ u ∣ \leq L}}

. The estimating equation is therefore

\sum_{i = 1}^{n} x_{i} (y_{i} - x_{i}^{⊤} θ) 1_{{∣ y_{i} - x_{i}^{⊤} θ ∣ \leq L}} = 0.

Solved by gpt-5.6-sol high.

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