Exercises for Wed 29 October

1. On Wed 22 Oct we discussed Cramer-Rao and ML, along with more on sufficiency and method of moments.

2. Exercises for Wed 29 Oct, Ch 7: 11, 14, 19, 20, 21, 24. But first do this extra exercise: (a) For iid observations from the uniform [0, theta], let M_n be the largest observation, and consider \hat\theta = a M_n. Which value of a is best, judged from mean squared error mse(\theta)? (b) For iid observations from the normal (mu, sigma^2), consider \hat\sigma = b S, where S is the usual empirical standard deviation. Which value of b is best, based on mean squared error?

3. Thu Wed 30 I give a talk at the "Faglig-pedagogisk dag", "Skisprint: Semifinalenes betydning for medaljene". It might contain exam relevant modelling & inference.

http://www.uio.no/om/澳门葡京手机版app下载/skole/fagped-dag/program/?fagkode=MAT

Published Oct. 24, 2014 10:27 AM