Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 37 3 d Solution Created 2026-10-03 Updated 2026-10-07
In the species-only model, the log odds for adult species A is the intercept, so with standard error 0.07824. This also follows directly by pooling its vials: there are 570 other-species eggs among 799 eggs eaten, giving andFor a regular maximum-likelihood estimator, asymptotic normality of a maximum likelihood estimator gives , with information . Substitution of gives . An approximate 95% Wald confidence interval isThis interval treats the selected species-only model as fixed; it does not account separately for uncertainty from choosing that model.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 37 6 b Solution Created 2026-10-03 Updated 2026-10-07
For the moment approach, write and let be a positive-definite working covariance constructed from the proposed moment formulas. For identifiable mean coefficients , let . Generalized estimating equations take the formAcross independent students, correct mean specification and standard regularity conditions give consistent identifiable mean coefficients even if the working covariance is wrong. Sandwich covariance matrix standard errors useResidual second-moment estimating equations can estimate identifiable dispersion and association parameters. The marginal mean only identifies , not and separately. Moment restrictions beyond the mean would be needed to separate them; as shown below, the printed restrictions do not generally recover the intended latent parameters.
For the hierarchical approach, maximize the observed-data likelihood after integrating out the random effect. Set , , and . The joint likelihood contribution isThe integral comes from multiplying three conditional Poisson mass functions by the Gamma density and integrating over . Independent students give . Direct numerical maximum likelihood or an expectation-maximization algorithm can be used; in an EM algorithm an all-zero profile has an uncertain latent component membership. Information-based likelihood standard errors apply under regular interior conditions, with special care for parameter boundaries.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 37 6 d Solution Created 2026-10-03 Updated 2026-10-07
Keep baseline covariates fixed and put , , and for . Integration of a Poisson count over the Gamma component givesThis negative binomial distribution has mean and variance . Therefore the unconditional one-term distribution is the zero-inflated negative binomial distributionIn particular its zero probability is , not simply . As this becomes a Zero-inflated Poisson distribution.
The mixing effect has , and . The law of total variance and law of total covariance now giveEquivalently, for , and . This also supplies raw second moments by adding . Dependence arises from both shared heterogeneity and shared structural zeros, even when the positive random effect is constant.
The printed moment variance matches the hierarchical variance at the same parameter values, but its printed off-diagonal covariance is . Equality would require , or . It is therefore false to claim that the two approaches consistently estimate all the same parameters in general.
The precise distinction is between consistency of mean ratios and identification of structural parameters. In the hierarchical model, with , both the quadratic variance coefficient and the covariance coefficient in terms of the marginal mean areFor the moment parameterization, writing its parameters as , these coefficients are and . Its intercept is identifiable from the mean only as . Matching the true first two moments demands . One solution always isFor there is also a solution , , , with the corresponding shifted intercept. Indeed eliminating gives . This is moment aliasing in a shared zero-inflated count model: matching the moments does not identify the actual structural-zero probability.
For a concrete counterexample take . Then and . The only admissible moment-matching choice is , with an intercept shifted by ; it cannot recover the true structural-zero proportion 0.2. Correct marginal means can give consistent term and baseline-covariate slopes with sandwich standard errors; they do not justify consistent estimation of the intended , or latent intercept. Nor does a mean-only estimating equation identify at all. Full-distribution inference provides information beyond these first two moments.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 41 2 d Solution Created 2026-10-03 Updated 2026-10-07
The additional estimate points in the same direction as the pooled effect: its odds ratio is about , compared with the original pooled value about . Its standard error is relatively large, and the approximate two-standard-error interval for its log odds ratio is , or about on the odds-ratio scale. This interval includes both no effect and the existing pooled effect. Thus it supplies compatible but imprecise evidence and would tend to pull the pooled estimate somewhat toward one while adding information. A change in the main conclusion is unlikely.
For scale, a conventional inverse-variance common-effect fit to the six rounded tabulated estimates can be updated by , with new weight . This gives the new study roughly eleven percent of the combined weight, a modest effect on the estimate. An exact update of the supplied Mantel–Haenszel pooled odds ratio needs the new two-by-two table, which the reported log ratio and standard error do not uniquely specify. The qualitative compatibility conclusion does not depend on pretending that the supplied plot used inverse-variance weights.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 30 2 b Solution Created 2026-10-03 Updated 2026-10-07
Group means are independent random variables with normal distributionsThe resulting univariate sampling distributions areThe same variance calculation holds for every , since the difference involves two independent group means. Therefore the standard errors satisfyReplacing by a common estimated error standard deviation preserves this ratio. Although the individual group means are independent, the contrasts share the baseline mean and have covariance for distinct .
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 30 3 d Solution Created 2026-10-03 Updated 2026-10-07
The Quasi-Poisson regression retains the same conditional mean but permitsThis is a mean–variance function specification through quasi-likelihood; it does not assign a full probability distribution to each count. For independent observations, the quasi-score equation is proportional to , so the mean statistical parameter estimates equal those from Poisson regression. The output estimates through the Pearson dispersion estimator, and inflates the standard errors by approximately .
The large residual deviance relative to 728 residual statistical degrees of freedom also signals substantial overdispersion. Daily weather, traffic and other omitted conditions may produce greater count variation than a homogeneous Poisson distribution allows. The Quasi-Poisson regression accounts for that extra marginal variance. It still requires a correct conditional mean and an appropriate independence assumption; a common dispersion parameter alone does not repair serial correlation.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 30 4 c Solution Created 2026-10-03 Updated 2026-10-07
Allow each subject to have a separate baseline and slope through a correlated random-intercept and random-slope model:The subject random effects are independent of all measurement errors, and subjects are independent. The within-person covariance between times is , with an additional when the same reading is used twice.
Prefer the model with a random slope. The maximum likelihood estimation refits improve twice the log-likelihood by while adding two covariance statistical parameters. Both the Akaike information criterion ( to ) and Bayesian information criterion ( to ) strongly favour it. The printed nominal likelihood-ratio test is overwhelming. The usual reference chi-squared distribution with two statistical degrees of freedom is not an exact regular calibration, since zero slope variance is a boundary and the intercept–slope correlation is then unidentified; a design-specific parametric bootstrap could calibrate it. This qualification does not undermine the substantial descriptive improvement shown by both information criteria.
The preferred fit estimates population mean baseline strength kg and weekly gain kg/week. The between-person baseline standard deviation is kg, and the between-person slope standard deviation is kg/week. Their estimated correlation is weakly positive, giving random-effect covariance about kg/week; its uncertainty is not supplied. The measurement-error standard deviation is kg. The printed instead describes the correlation between the estimated fixed effects, not between the subject random effects. These statistical parameter estimates come from restricted maximum likelihood; the model comparison uses the separate maximum likelihood estimation fits.
The population mean fitted trajectory is kg. HenceUsing the reported slope standard error, an approximate 95% confidence interval for the population mean gain is kg; a Student t confidence interval with 499 statistical degrees of freedom is almost identical.
Successful individuals can improve far more than the average. Their latent ten-week gains have fitted normal distributionA clear estimate for an upper-performing group uses a between-person slope quantile: the 95th percentile is kg, and the 97.5th percentile is about kg. The upper 5% of fitted underlying gains begin around 73 kg. These are person-to-person performance quantiles, not confidence intervals for the population mean. Identifying the best observed trainee would require that person's data or fitted subject random effects; the aggregate output cannot identify a literal maximum. If performance means the observed difference of endpoint readings, add the measurement-error variance to the latent gain variance.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 32 1 a Solution Created 2026-10-03 Updated 2026-10-07
For independent binomial distributions in the two trial arms, the estimate of the log risk ratio isThe delta method gives ; replacing by the sample proportion gives , where is the event count. Adding the independent arm contributions therefore givesThe standard error is . Using the stipulated normal quantile two, the approximate confidence interval isThe point estimate of the risk ratio is , corresponding to approximately 79% lower mortality risk in the transfusion arm. Exponentiating the endpoints gives an approximate 95% confidence interval for the risk ratio of . It includes one, so the trial is compatible with no difference as well as substantial benefit or some harm. The point estimate favours transfusion, but the data are too imprecise to establish a difference at the 5% level. These are large-sample approximations, especially rough with only one event in an arm. A frequentist confidence interval describes repeated-sampling coverage, not a 95% posterior probability for this fixed parameter.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 32 1 b Solution Created 2026-10-03 Updated 2026-10-07
Let be each trial's estimated log risk ratio, with estimated sampling variance . A fixed-effect meta-analysis models the independent estimates as , with one common true log risk ratio . Differentiating the Gaussian log-likelihood, or minimizing , gives inverse-variance weights andThe variance follows directly by adding independent variances of the weighted estimates: .
Using the printed rounded estimates and standard errors, , soThe pooled risk ratio is about . An interval using the same quantile two is on the log scale, so it includes no effect. Recomputing all trial estimates from the event counts would change the last digits because the printed log estimates and errors are rounded.
The key assumptions are independent trials, a common true treatment effect on this chosen log scale, approximately unbiased and approximately normal trial estimates, and suitable sampling-variance estimates. The common-effect assumption is stronger than merely studying the same named treatment: systematic population, treatment or design differences may produce genuine heterogeneity. For an unbiased interpretation of the pooled evidence, inclusion of studies must also not depend selectively on their results. Treating the plug-in variances as fixed is the usual approximation in the displayed variance formula.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 32 1 d Solution Created 2026-10-03 Updated 2026-10-07
A funnel plot places each estimated log risk ratio horizontally and its standard error vertically, with the most precise studies at the top. Under a common-effect model without selective availability, less precise estimates should spread approximately symmetrically around the underlying effect. The plotted dashed limits are the pooled estimate plus or minus twice the standard error; they illustrate the expected sampling spread, not a test of publication bias by themselves.
Funnel plot of the ten transfusion trial estimates, with inverse-variance pooled effect and approximate sampling limits
. The least precise estimates are mostly far to the left, whereas the most precise estimates are close to zero. The reported regression slope means that increasing the standard error by one unit is associated with a decrease of about in the estimated log risk ratio. Its 95% confidence interval excludes zero, and gives evidence against a zero slope under that regression model. This is evidence of a small-study effect: less precise trials report stronger apparent benefit.
There is evidence consistent with publication bias, but asymmetry does not identify its cause. Selective availability of favourable small studies is a plausible explanation. Genuine differences in patient populations, trial quality, interventions or effect modification could also generate the pattern, and there are only ten trials. The given outcome-on-error regression should be interpreted as specified; it is not automatically the original standardized-effect-on-precision form of an Egger test. The plot and slope justify investigating missing studies and sensitivity to selection, rather than concluding that publication bias has been proved.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 35 3 b Solution Created 2026-10-03 Updated 2026-10-07
First agree the scientific question and primary response variable. Ask the vet about the disease's course, the proposed mechanism and duration of each treatment, the eligible population, baseline severity, and what outcome and follow-up time would represent worthwhile improvement. Is the disease transmissible, is recovery reversible, and can treating one cow affect another's outcome? These answers determine whether a crossover design is credible, whether the experimental unit should be a cow or a whole herd, and whether individual randomization would leave interference between groups. Agree welfare and rescue arrangements with the vet when deciding which comparisons are feasible; the statistical plan cannot determine these from an unfamiliar disease name.
Second agree feasible allocation and adequate independent replication. Discuss numbers of available cows and herds, variation in the chosen outcome, a scientifically meaningful treatment difference, and the desired statistical power. Use these to plan sample size, rather than choosing a number solely from convenience. Discuss herd, lactation stage and initial severity as potential blocks in experimental design, then specify randomization, comparable management, concealed allocation and blinded outcome assessment where feasible. Repeated milk or health records from the same cow are observational units, not extra independent experimental units; pseudoreplication would give misleading standard errors. Availability of enough independent cows or herds, together with expected variation, governs the precision actually achievable.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 35 4 c Solution Created 2026-10-03 Updated 2026-10-07
The orchard residual mean square in ANOVA is on the original tree-response scale: it equals 30 times the corresponding residual mean square in ANOVA for orchard means. Thus the estimated variance of one orchard's sample mean is .
Each pruning marginal sample mean averages four independent orchard means, giving variance . Two different pruning marginals use disjoint orchards, so the variance of their estimated treatment contrast isEach spray marginal sample mean uses six orchards. Similarly,The corresponding standard errors are and in the units of weight per tree. These compare per-tree marginal sample means, averaging equally over the other factor, even when an interaction term is fitted. Comparing orchard totals instead would multiply these variances by .
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 35 4 d Solution Created 2026-10-03 Updated 2026-10-07
Report the six treatment-combination means and their uncertainty, together with useful marginal treatment contrasts, standard errors and confidence intervals. Means are needed to interpret direction and practical importance, while the fitted interaction term determines whether one factor's effects should be reported separately at levels of the other. For the pairwise marginal comparisons in part (c), ordinary model-based 95% Student t confidence intervals use times the corresponding standard error; a simultaneous set of comparisons needs an appropriate adjustment.
Also describe orchard selection, actual randomization, treatment delivery, numbers of trees observed, missing data and response units. Check orchard-level residuals for unequal variance, outliers or systematic patterns using a residual-versus-fitted plot and an appropriate distributional diagnostic. Explain that twelve orchards provide independent treatment replication; 360 tree measurements provide subsampling precision. No numerical treatment means or numerical confidence intervals can be recovered from the supplied sums of squares in ANOVA alone.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 33 1 Solution Created 2026-10-03 Updated 2026-10-06
For the normal linear model, the log-likelihood isThe full column rank of the design matrix makes invertible. Differentiating in gives the normal equations . With the minimized residual sum of squares substituted, differentiation in givesThese are the maximum-likelihood estimators almost surely; almost surely when and . The linear transformation of the multivariate normal distribution yieldsDefine the hat matrix . The fitted values are , the regression residuals are , and . The orthogonal projection has rank and annihilates . By Cochran's theorem,Consequently , with bias . The unbiased estimator isIts square root, the reported residual standard error, estimates ; the assertion of unbiasedness applies to the variance, not generally to its square root.
For the paper-strength analysis, let be the measured percentage and . Both normal linear models use independent errors of common variance . Their mean functions are for
lm1, and for lm2, with separately fitted coefficients. The reported residual standard errors are and , respectively.For
lm1, the estimated conditional expectation at a new percentage isThe original data mean must be used for centering the new percentage; its numerical value is not supplied in the excerpt. Because , the two columns of this design matrix are orthogonal, and . Hence the coefficient standard errors in the output giveThis estimates uncertainty in the mean. Predicting an individual future batch would additionally require the new-error variance, estimated by .To compare the nested normal linear models, test against within the quadratic model. The Student t-test statistic isIts two-sided p-value is . Equivalently is a partial F-test statistic with null distribution . Reject the linear restriction and prefer
lm2 at the 5% level. Its residual spread is much smaller; the increase in the coefficient of determination from to supports the same conclusion, although the test is the relevant complexity-adjusted comparison.For regression diagnostics, inspect regression residuals against fitted means and hardwood percentage for omitted curvature, a scale-location plot for nonconstant variance, and a quantile-quantile plot against the normal distribution for departures from the error assumption. Check unusual observations using regression leverage and Cook's distance, and examine residuals in collection or batch order if dependence is plausible. Independence and a common variance require substantive justification as well as these plots; a small p-value for a polynomial term does not itself check the error model.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 33 2 Solution Created 2026-10-03 Updated 2026-10-06
Let be speed and the tool type. Each fit is a normal linear model with independent errors. The three mean specifications areThe constraints are treatment coding with type 1 as reference. The parameter counts are , respectively. Model 2 gives parallel lines; model 3 allows interaction terms and distinct slopes.
In the analysis of variance interaction row, adding three independent slope differences costs three degrees of freedom. Its extra sum of squares is the reduction in residual sum of squares, . Its mean square is , and its F-test statistic isThus the four missing entries are , , , and , to the precision allowed by the rounded output. This tests against the alternative that at least one slope difference is nonzero. Under and the normal linear model assumptions, the statistic has distribution . Its p-value gives no reason to reject at 5%.
The simpler common-line model is inadequate compared with the parallel-line model. Testing against at least one nonzero type effect, while retaining speed, gives the partial F-testIts p-value is far below , so reject the common-line restriction. This reduction differs from the sequential type sum of squares in the displayed table, because that table adds type before speed. Recommend model 2: different intercepts and a common decreasing slope.
The selected coefficient estimates giveThe intercept estimates the expected lifetime of type 1 at speed zero; if zero speed is outside the data range, it is only an extrapolated intercept. Its standard error is , and its Student t-test ratio is , with two-sided p-value . At any fixed speed, type 2 differs from type 1 by hours, with standard error , and p-value , giving little evidence of a difference. Types 3 and 4 exceed type 1 by and hours, with standard errors and ; their test ratios and and p-values and support positive differences. Each of these individual coefficient tests has null value zero, alternative nonzero, and null distribution .
The speed coefficient means a reduction of hours per extra revolution per minute, or hours per additional 100 rpm, for every type. Its standard error is ; the ratio has null distribution when the common slope is zero, and two-sided p-value .
The residual standard error estimates the common noise standard deviation in hours using 15 residual degrees of freedom, since . The coefficient of determination means that about of the corrected lifetime variation is explained by this fit. The overall F-test statistic tests the simultaneous restriction against at least one nonzero coefficient; its null distribution is and its p-value rejects an intercept-only mean. These conclusions remain conditional on suitable regression diagnostics for independent, homoscedastic, approximately normal errors.
The required sketch plots the four fitted lines. Its speed interval is illustrative because the observed speeds are not supplied; the ordering and vertical gaps are determined by the fitted coefficients.
Parallel fitted tool-lifetime lines for the four tool types
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