STAT 431/831, Fall 2013
STAT 431/831: Generalized Linear Models and Their Application
LEC 001 Tuesday & Thursday, 1:00-
2:20, RCH 307
Professor
Cecilia Cotton
[email protected]
Office Hours: Tuesday 2:30-
4:0
Stat 431/831
ASSIGNMENT 1 - SOLUTIONS
1. [15 points]
(a) [6 points]
the likelihood function is
L( ) =
n
f (yi ) =
i=1
n
n
(1 )yi = n (1 )
i=1
yi
.
i=1
The score function is
log L( )
(
)
n
=
n log +
yi log (1 )
i=1
n
yi
n
=
i=1
1
n n (n + 1)
y
=
.
(1 )
Stat 431/831
ASSIGNMENT 1
Due: Noon Sep 27, 2013
You need to use the cover page provided in Learn. Submit to the drop boxes located across the
hall from MC 4065/4066.
1. The geometric distribution can be written as
P (Y = y ; ) = (1 )y
0 < < 1, y = 0, 1,