STK4021 - Autumn 2018

Exercises for Friday September 14

  1. On Friday 7th of September we went through Chapter 3, with particular emphasis on the univariate normal model and the multinomial model. I also discussed mixture priors (which comes up in Nils Ex 14 b) for next time). 
  2. Next week we will go through Chapter 4. We will also go through some exercises (see below).
  3. Note that I have uploaded a new version of Nils Exercises where a few mistakes in Ex 13 have been corrected. There is still a typo in Ex 22 e) (a+n/2).
  4. Note the two new R-scripts (on the right) which contains R-solutions for the extension to exercise 2.10 (Cable cars) and for exercise 1 from exam project 2015.
  5. Exercises:
    • Nils Exercise 13, about the Dirichlet-Multinomial. Do not use too much energy on questions a) and b), as I do not consider them as very central. 
    • Nils Exercise 14, applications of the Dirichlet-Multinomial. Question b) is difficult, but do as much as you can.
    • Nils Exercise 22, on the Gamma-Normal conjugate prior for the normal model. Do not spend time on question b), as we have not learnt this yet. Instead I added a question c*): show that the marginal prior distribution of \mu is a t distribution. The dataset for question f) is found here.
Published Sep. 10, 2018 12:02 PM - Last modified Sep. 12, 2018 11:03 AM
E-mail this page