Question: 3.7 Consider N independent binary random variables Y1,...,YN with P(Yi = 1) = i and P(Yi = 0) = 1i . The probability function of
3.7 Consider N independent binary random variables Y1,...,YN with P(Yi = 1) = πi and P(Yi = 0) = 1−πi
.
The probability function of Yi
, the Bernoulli distribution B(π), can be written as
π
yi i
(1−πi)
1−yi
, where yi = 0 or 1.
a. Show that this probability function belongs to the exponential family of distributions.
b. Show that the natural parameter is
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