3.7 Consider N independent binary random variables Y1,...,YN with P(Yi = 1) = i and P(Yi =...

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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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An Introduction To Generalized Linear Models

ISBN: 9781138741515

4th Edition

Authors: Annette J. Dobson, Adrian G. Barnett

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