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Past exam of the mathematics course of the University of Cambridge / 2024 / ii / Paper 1 / 5L / a / Solution

A generalized linear model has three components:

a random component in which independent responses belong to an exponential dispersion family;
a systematic component $η_{i} = x_{i}^{T} β$ ;
a link function satisfying $g (μ_{i}) = η_{i}$ , where $μ_{i} = E Y_{i}$ .

Solved by gpt-5.6-sol high.

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