Exercises for Mon 4 April

There's no teaching in the Easter Week, and this includes Easter Monday, 28 March, which means that our next CLP encounter is Mon 4 April. I then continue with Ch 5 material. Ch 6 is not part of the curriculum, and for Ch 7 I will focus on Sections 7.3, 7.4, 7.6.

For exercises: A. Work through the Neyman-Scott cousin problem, where n pairs (Y_{i,1},Y_{i,2}) are observed with the same mean (\mu,\mu), but with different \sigma_i. Work out the log-profile likelihood function for \mu and check what the Wilks theorem recipe leads to. Then repair this to do better. B. Exercises 4.17, 4.18. C. Work through the details of Example 5.10, with both the optimal and approximate CDs, for a dataset of size n = 5, as given in Exercise 7.9.