GLM - Normal distribution (CMP Chapter 13, page 12 - 13)

Discussion in 'CS1' started by lb1, Dec 9, 2023.

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  1. lb1

    lb1 Member

    On page 12-13 of chapter 13 it puts the pdf of normal distribution into the form of f(y; theta, phi) = exp[(ytheta - b(theta)) / a(phi) + c(y, phi)] however I am confused how it goes from the pdf into this form. How would you know that c(y, phi) = -1/2 (y^2/sigma^2 + log2*pi*sigma^2) ?
     
  2. lb1

    lb1 Member

    In general for the exams, should we be able to reparametrise the probability functions?
     
  3. John Lee

    John Lee ActEd Tutor Staff Member

    Theta is a function of the mean of the distribution. Phi is the "other" parameter - in this case, sigma.
    Hence, the c(y,phi) function should only have y's and phi's (ie sigmas) in it.

    And yes, you should absolutely be able to reparameterise these for the exams.
     

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