Assignment 1: Due Tuesday 15 January

Reading: Ferguson, Sections 1-4

Assignment 2: Due Tuesday 22 January

Reading: Ferguson, Sections 5-6

Assignment 3: Due Tuesday 29 January

Reading: Ferguson, Sections 5-7. van der Vaart Section 2.1-2.2

Problem 1.1 (first part only), 1.2, 1.3, and 1.4.

Assignment 4: Due Tuesday 5 February

Reading: Ferguson, Sections 6-10

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.

Problem 4.3. Write out your argument carefully, and show details.

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 Tuesday 12 February

Reading: Ferguson, Sections 8-10, 16-17

Problems 7.1, 7.2, 7.3a, 7.4, 8.3

Assignment 6: Due Tuesday 19 February

Reading: Ferguson, Sections 16-19

Problems 9.1, 9.2, 9.4

Assignment 7: Due Tuesday 26 February

Reading: Ferguson, Sections 16-19

Problems 17.1, 17.2, 17.3, 18.1a, 18.2, 18.4

Assignment 8:** Final. Due Monday 4 March by 5pm in Nobel’s Hanes Mailbox**

Reading: Ferguson, Sections 16-20, 22

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, 22.2, 22.3, 20.1a, 20.3

Assignment 9: Due Tuesday 26 March

Assignment 10: Due Tuesday 2 April

Assignment 11: Due Tuesday 9 April

Assignment 12: Due Tuesday 16 April

Assignment 13: Due Tuesday 23 April