STK4021 - Applied Bayesian Analysis

Semester page for STK4021 - Autumn 2025

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OBLIG: I'm repairing point 1(d)

Tusen takk til Berit ? who spotted a ... confusing aspect of OBIG Exercise 1(d). So I have now repaired & invented another question (the pdf now available is the corrected one). Thanks for your patience & forgiveness. 

(d) 
Via simulations, provide similar inference summaries
for the ratio $\kappa=M/H$, where $M=\half(\theta_1+\theta_2)$
and $H=2/(1/\theta_1 + 1/\theta_2)$ are the usual mean
and the harmonic mean: comment on what you find. 

Oct. 15, 2025 10:41 PM
the OBLIG

S?ren klype, I had forgot to specify (a, b) in Exercise 1(c). The pdf is now repaired, with the line " For the prior, set (a, b) = (1.11, 1.11). " Takk, Henrik, da blir det Pr("godkjent" p? deg) \ge 0.88.

Dessuten f?yde jeg til ordene "hjemme-hos" helt til slutt, da jeg skj?nte at noen ikke hadde skj?nt at dette er hjemme hos Stigler, ikke p? hans kontor: 

(Chicago, October 2025; amateur hjemme-hos photo by Nils)

Oct. 14, 2025 11:36 AM
exercises for Weeks 9 (Mon 13 Oct ff) and 10 (Mon Oct 20 ff)

** 1. The OBLIG is out, Tue Oct 14 -- happy struggle & work hard og det g?r deg godt og du vil leve lenge i landet (Ef. 6:3). Reports to be delivered, each student with 1 single pdf, to the Canvas system, by Monday Oct 27 at 13:58. 

** 2. There's a new Special Edition chapter9-only at the website. We do exercises 12, 13, 14, 15, perhaps 17, and start with these Mon 13 Oct, in addition to Exam Project 2013, 3.

** 3 (Monday Oct 13): I've uploaded com206a, for the leukemia dataset of Exam Project 2013 #3.

** 4. Revised programme for the coming few teaching days: In Ch9, 12, 13, 14, 15. Also, do this: Y is Poisson (theta), with the parameter to be estimated with loss (hat theta - theta)^2/theta. Show that Y has constant risk 1, and that it is minimax. Then do Story #42, Bayesian parts, Abel envelopes. 

Oct. 9, 2025 11:53 AM
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