Exercises for Wed 24 September / exam dates

1. On Wed Sept 17 I went through parts of Ch 5, with order statistics and various consequences flowing from the normal data set assumption. I plan to use also next week for Ch 5 material, including convergence in probability and convergence in distibution, and the CLT.

2. Revised (but still not hyper-official) dates for the Exam Project: from Tue Dec 2 to Thu Dec 18.

3. Next Wednesday I plan to give one more hour devoted to details of exercises, and shall find a room for us, from 13:15 to 14:00.

4. Exercises for Wed Sept 24, Ch 5: First 24, 25. Then 18, 21, 23, 29, 36, 42.

Extra: (a) Prove that if X_n tends in probability to a constant theta, and h is continuous at x, then h(X_n) tends in probability to h(theta). (b) Theorem 5.5.4 is correct -- but explain why its proof, in Exercise 5.39, is wrong. Attempt to give a (correct!) proof. (c) Find the embarrassing mistake in Exercise 5.20. (d) Why should one feel a certain amount of frustration regarding the book's proof of the CLT, Theorem 5.5.14?

Published Sep. 17, 2014 11:59 PM