--- title: "Biostat 200C Homework 3" subtitle: Due May 8 @ 11:59PM output: html_document: toc: true toc_depth: 4 --- ```{r setup, include=FALSE} knitr::opts_chunk$set(echo = TRUE, cache = FALSE) ``` ## Q1. Moments of exponential family distributions Show that the exponential family distributions have moments \begin{eqnarray*} \mathbb{E}Y &=& \mu = b'(\theta) \\ \operatorname{Var}Y &=& \sigma^2 = b''(\theta) a(\phi). \end{eqnarray*} ## Q2. Score and information matrix of GLM Derive the gradient (score), negative Hessian, and Fisher information matrix (expected negative Hessian) of GLM. ## Q3. ELMR Exercise 8.1 (p171) ## Q4. ELMR Exercise 8.4 (p172) ## Q5. ELMR Exercise 8.5 (p172)