Exercises for Wed Aug 30

1. On Wed Aug 23 I gave a general introduction to the course, discussing also in which basic ways Bayesian statistics differs from classical frequentist (Fisherian) statistics. I also went through the essential practicalities of the course, regarding teaching (most of the time meant to be two hours lecture + one hour exercise, but with modifications), exam, etc.

2. The curriculum will essentially consist of BDA Chapters 1, 2, 3, 4, 5, 9, 10, 11; details will be given later. A classic sentence in curricula for my courses is "also, all exercises we've been through during the course are considered part of the curriculum".

3. The exam will consist of two parts: *The Project*, over approximately ten days, from time t_0 to t_1, where these dates will be decided on by mid September; and a *four-hour written exam*, on Wed December 13.

4. Next week I'll have a few more comments regarding Ch 1 before embarking on Ch 2. I will talk through the details of the "Fantastic Theorem", the Master Recipe for Bayes analysis, cf. Nils Collection of Exercises & Lecture Notes, Exercise 2.

5. Exercises: Find on the webpage this "Nils Collection" and print it out. Go through Exercises 1 and 2. For Exercise 1, play also with a "stupid prior", taken to be a Gamma with mean 40 and standard deviation 10, whereas the true Poisson parameter is 10. Find out how many data points are needed before the posterior distribution becomes sensible.

Published Aug. 23, 2017 10:41 PM - Last modified Aug. 23, 2017 11:20 PM