Homework problems will come from Ferguson’s text and the file below. The file will be updated periodically, so please refresh your browser when looking for the assigned problems.
Assignment 1: Due Wednesday January 17 by 5pm
Reading: Ferguson Sections 1-4
Problems: A13,17,18,19,20,21; B1; D1,2,6,9
Assignment 2: Due Wednesday January 24 by 11:30pm
Reading: Ferguson Sections 1-4
Problems: A1,2,4,6a,15,32,33,35,36,37; B2; D10,18,
Assignment 3: Due Thursday Feb 1 by 11:30pm
Reading: Ferguson Sections 1-4
Problems: A9,10,11,22,24,25,38; B3,4,6,8,9,11; D3
Assignment 4: Due Wednesday Feb 7 by 11:30pm
Reading:
van der Vaart, Asymptotic Statistics: Section 2.1 and 2.2, 3.1 and 3.2
Ferguson Sections 5-9
Problems:
Ferguson 1.1 (first part only), 1.2, 1.3, 1.4, 2.6, 3.1(a,b,d), 5.1, 5.7 (use the Lindebergh CLT).
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.
HW file: D 4a-b, 5, 6, 7
Assignment 5: Due Thursday February 15 by 11:30pm
Reading:
van der Vaart, Asymptotic Statistics: Section 4.1, 5.1-5.2
Ferguson Sections 16-18
Problems:
Ferguson 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 solution to 6.4b.
HW file: Upload new file. A26, 27; B5, 10; D8, 11, 12, 13, 15, 17, 20, 21 (use Cauchy-Schwarz)
Assignment 6: Due Wednesday February 21 by 11:30pm
Reading:
van der Vaart, Asymptotic Statistics: Section 4.1, 5.1-5.2
Ferguson Sections 18-20,22
Problems:
Ferguson 7.1, 7.2, 7.3a, 7.4, 8.3, 9.1, 9.2, 9.4
Assignment 7: Due Friday March 1 by 11:30pm
Reading:
van der Vaart, Asymptotic Statistics: Section 4.1, 5.1-5.2
Ferguson Sections 18-20,22
Problems:
Ferguson 17.1, 17.2a, 17.3a-b, 18.1a, 18.2, 18.4
HW file: Upload new file. A 29, 30, 32; D 14, 23, 35, 36; F 3, 4, 5, 8 (consider the case n=2), 7
Assignment 8: Due Friday March 22 by 11:30pm
Reading: Ferguson Sections 18-20, 22. Sections 1-3 of Gabor Lugosi’s lecture notes
Problems: Ferguson 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, 20.1a, 20.3, 22.2, 22.3
Assignment 9: Due Wednesday March 27 by 11:30pm [Final]
Reading: Sections 1-3 of Gabor Lugosi’s lecture notes
Problems: A5, 28, 31; B 26; D29, 30, 31, 37 a-c; E1, 2, 22, 10, 19.
Assignment 10: Due Friday April 5 by 11:30pm [Final]
Reading: Sections 1-3 of Gabor Lugosi’s lecture notes
Problems: A7,12; D14, 22; E3, 4, 5, 6, 7, 8, 9, 13, 15, 18.
Assignment 11: Due Friday April 12 by 11:30pm
Reading: Sections 1-3 of Gabor Lugosi’s lecture notes
Problems: B12, 13, 14, 15, 16, 17, 18, 19; D 34; E 11, 12, 14
Assignment 12: Due Wednesday April 17 by 11:30pm
Problems: B20, 26; C 1, 2, 4-12, 15, 16
Assignment 13: Due Friday April 26 by 11:30pm [Preliminary]
Problems: C 13, 17; D 32; E 17, 20, 21, 23, 27, 29, 30; F 1, 2, 6.