Homework problems will come from Ferguson’s text and the problems in the file below. The file will be updated periodically, so please refresh your browser when looking for the assigned problems.
Assignment 1: Due Thursday 20 January
Reading: Ferguson Sections 1-4
Problems: HW A2,3,4,9,10,12,14,15; D1,2a-b,3,4,10
Assignment 2: Due Thursday 27 January
Reading: Ferguson Sections 1-4
Problems: HW B1,2,3,4,5,6; D5,6,8,9
Assignment 3: Due Thursday 3 February
Reading: Ferguson Sections 5-9, van der Vaart Section 2.1-2.2
Problems: HW B7,8; D7,39,40,50,63
Ferguson 1.1 (first part only), 1.2, 1.3, and 1.4.
Assignment 4: Due Thursday 10 February
Reading: Ferguson Sections 9-10,16-18 van der Vaart Section 2.1-2.2
A17, D17,38
Ferguson Problem 4.1. First carefully evaluate the expected value of beta-hat and alpha-hat. It follows from this that the relevant quantity to consider in parts a,b of the question is the variance of the the estimates. Recall that converence in quadratic mean (qm) is equivalent to L_2 convergence.
Ferguson Problem 4.3. Write out your argument carefully, and show details.
Ferguson Problems 2.6, 3.1(a,b,d), 5.1, 5.7 (use the Lindebergh CLT), 6.1 parts a and c (establish Theorem 6′ (a) under the assumption that f is continuous everywhere), 6.4a. Look over and summarize (in any way that you find helpful) the solutions to 6.4b and 6.5.
Assignment 5: Due Thursday 17 February
Reading: Ferguson, Sections 16-20
A29, D65-67
Ferguson Problems 7.1, 7.2, 7.3a, 7.4, 8.3, 9.1, 9.2
Assignment 6: Due Thursday 24 February
Reading: Ferguson, Sections 16-20
D68-71
Ferguson Problems 9.4, 17.1, 17.2a, 17.3a-b, 18.1a, 18.2, 18.4
Assignment 7: Due Sunday 6 March by 5pm
Reading: Ferguson, Sections 16-20
A24-26, D22-23,41-42,62
Ferguson Problems 19.1, 19.3 (the question assumes that the nuisance parameters are *unknown*; also answer parts (a) and (b) in case the nuisance parameters are *known*), 19.5
Assignment 8: Due Tuesday 8 March
Reading: Ferguson, Sections 16-20, 22
Ferguson Problems 20.1a, 20.3, 22.2, 22.3
D21
Assignment 9: Due Thursday 31 March
D24, 25, 26 (ignore reference to Problem 5), 27, 28, 30, 31, 45, 48, 52, 64, un-numbered problem before problem 30.
Assignment 10: Due Thursday 7 April
D13, 33, 54-60
Assignment 11: Due Thursday 14 April
B10,13 C1-9
Assignment 12: Due Thursday 21 April
B16,19 C10,11 D29,47,61,63,72
Assignment 13: Due Wednesday 27 April
Reading: Note on Gaussian Comparison
A6,8 B15, D35,47