5. Consider an exponential family of models with canonical parameter 0 fly; 0, A) = exp[{y0- b(0)}/a(X) +C(y, *)] Now take a sample y1, y2. . ., yn. Consider a regression model linking p covariates with the responses. a) Derive the mean u and variance o' of Y. b) Derive the sufficient statistic for the regression parameter Bj, j=1,2, . . ., p. c) By the chain rule or otherwise obtain the estimating equation for Bj. Give all details. d) If k is the estimate of B at the k iteration using Fisher's scoring method, write down the formula for obtaining estimate of pat the (k+1)" iteration, where p is a vector of p regression parameters, giving detailed expressions for all the terms involved. e) Show that if the sample comes from a normal distribution the Fisher's scoring method needs only one iteration