Question: 2. Suppose that Yi ~ F(g (x; )) with F in the exponential family and g the canonical link, and such that E[Yi] = Mi.

2. Suppose that Yi ~ F(g (x; )) with F in

2. Suppose that Yi ~ F(g (x; )) with F in the exponential family and g the canonical link, and such that E[Yi] = Mi. (a) Show that V(Mi) = 1/g'(Mi). (b) Now show, using the delta method, that se(Mi) ~ V(Mi)se(ni). (Hint: recall that by the delta method if X ~ N(u, 02) then h(X ) ~ N(h(u), ozh'(M) 2).)

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!

The Harvey City Comprehensive Case consists of the last problem in each chapter from Chapters 4 through 15. Completing this case essentially requires that you account for all the transactions of a...

s1 educated (SSE) student for every three public school educated (PSE) students. Reasoning that students are not very dissimilar from threads, he suggests the following entry and exit routines be...

Exercises Chapter 2 2.1 Marginal and conditional probability: The social mobility data from Section 2.5 gives a joint probability distribution on (Y1 , Y2 )= (father's occupation, son's occupation)....

Section: Financial Statement Analysis Workbook 6: Cash Flow Statement Sheet: EXCEL Complex Functions RANK Function The ranking functions provides information with respect to a ranking of a...

Korea Advanced Institute of Science and Technology Department of Electrical Engineering & Computer Science EE531 Statistical Learning Theory, Spring 2016 Assignment I Issued: Mar. 19, 2016 Due: Apr....

Q9some type is wrong, can refer to the attach file. In a study of the relationship between an explanatory variable Z and a response variable Y , n independent observations are taken in the form of...

MATHEMATICS FOR MACHINE LEARNING Marc Peter Deisenroth A. Aldo Faisal Cheng Soon Ong Contents Foreword 1 Part I Mathematical Foundations 9 1 Introduction and Motivation 11 1.1 Finding Words for...

I am working on my assignment and met these questions, help. A Ltd paid f400,000 for 200,000 shares in B Ltd. B Ltd's share capital was 250,000 f1 ordinary shares, and at the time of the share...

19 Name: ____________________________________ 1. Your friend has a credit card with an APR of 49.9% ! What would his finance charge be on a $500 charge for just 1 month? 2. Your friend has 2 credit...

QUIZ... Let D be a poset and let f : D D be a monotone function. (i) Give the definition of the least pre-fixed point, fix (f), of f. Show that fix (f) is a fixed point of f. [5 marks] (ii) Show that...

Statistics 149 Spring 2016 Assignment 1 Due Monday February 8, 2016 Homework is to be handed in either at the Monday lecture, or directly into the Stat 149 dropbox on the seventh oor of the Science...

Quality is an important in a project, what is the difference between quality planning, quality assurance, and quality control?

Determine a house of quality for a ballpoint pen. In the house of quality, fill in three customer requirements. Determine one technical requirement for each customer requirement and fill it in....

Find, correct to the nearest degree, the three angles of the triangle with the given vertices. A ( 1 , 0 , 1 ) , B ( 2 , 2 , 0 ) , C ( 1 , 4 , 2 ) CAB = ABC = BCA =

In a period of 1.00 s, 5.00 X 1023 nitrogen molecules strike a wall with an area of 8.00 cm2. If the molecules move with a speed of 300 m/s and strike the wall head-on in elastic collisions, what is...

In our model of the kinetic theory of gases, molecules were viewed as hard spheres colliding elastically with the walls of the container. Is this model realistic?

In Mostar, Bosnia, the ultimate test of a young mans courage once was to jump off a 400-year-old bridge (now destroyed) into the River Neretva, 23.0 m below the bridge. (a) How long did the jump...

The balance sheet for Miley Consulting reports the following information on July 1, 2019. Long-term liabilities Bonds payable..........................................$1,000,000 Less: Discount on...

In making raspberry jelly, 900 g of raspberry juice is combined with 930 g of sugar. The mixture starts at room temperature, 23.0C, and is slowly heated on a stove until it reaches 220F. It is then...

Question 7 . Given the following simple maze, convert the maze into a graph. ( 5 points ) Question 8 . Implement depth first search in the maze function in homework 1 . py . ( 2 0 points ) Question 9...

1. To understand the impression you want the other or the others to have of yourself.

4. Imagine an everyday task that you find difficult or troublesome to perform. Think through the entire sequence of activities with this everyday task. How do you go about making this a success? How...

2. Imagine a real event that was problematic in your past. What images, sounds, emotions, smells and tastes appear? Try to imagine a movie clip of this inci-dent, as it could unfold if the...