Question: Data is generated from the exponential distribution with density f ( y ) = e x p ( - y ) where , y >
Data is generated from the exponential distribution with density
where
a Identify the specific form of and for the exponential distribu
tion.
b What is the canonical link and variance function for a GLM with a response
following the exponential distribution?
c Identify a practical difficulty that may arise when using the canonical link in
this instance.
d When comparing nested models in this case, should an or test be used?
Explain.
e Express the deviance in this case in terms of the responses and the fitted
values hat
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