STK4021 - Autumn 2018

Exercises for Friday August 31

  1. On Friday 24th of August we went through various practical aspects of the course (curriculum, exam, mandatory assignment,...), a general introduction to Bayesian statistics (Chapter 1, including comparisons with frequentist statistics) and we started on Chapter 2.
  2. The (tentative) curriculum will consist of the exercises we go through, chapters 1, 2, 3, 4, 5, 10, 11 and beginning of 14 in BDA3 and some extra notes on "Decision theory and risk functions" (which we will come to in November). 
  3. The full course grade rests on the (written) exam in December, but in order to take the exam, all students must pass a mandatory assignment ("oblig") which (most likely) will be given in the end of October.
  4. Next week we will go through the rest of Chapter 2 and start on Chapter 3 (if we have time). We will also go through some exercises (see below).
  5. Exercises:
    • find the pdf-document "Nils exercises" on the course page and do Nils Exercise 1. 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.
    • In the book (as much as possible of): 2.1, 2.3, 2.4, 2.8, 2.10, 2.16.
Published Aug. 24, 2018 1:35 PM - Last modified Aug. 24, 2018 1:40 PM
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