Paper 1, Section I, I
Part II, 2009
Consider a binomial generalised linear model for data , modelled as realisations of independent and , i.e. , for some known constants , and an unknown parameter . Find the log-likelihood for , and the likelihood equations that must be solved to find the maximum likelihood estimator of .
Compute the first and second derivatives of the log-likelihood for , and explain the algorithm you would use to find .