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In the Exam project, Problem 3, question b) it was asked for risk functions and Bayes risks with estimators from question a). It is actually very hard to get explicit expression with these estimators. Thus the question has been rephrased and I have included a "bonus" question that you only can get positive credit for answering. Due to these changes I also had to be more precise in question c).
Here is corrected the exam project. The deadline for handing in the answer is as before Monday December 3rd, at midnight (24:00). Thus you do not need to hand it in on Sunday as one email may have suggested.
Here is the syllabus (pensum) for STK4130 and STK9130 on the fall of 2012
Here is the exam project. The deadline for handing in the answer is Monday December 3rd, at midnight (24:00).
Exercises for Wednesday 28/11: Problems 6.14, 6.17 and 6.19 in KK.
On 28/11 we will only do exercises and discuss general points about the course. We need not 3 hours for this and will meet at 10:15 in B91.
Exercises for Wednesday 21 November: Problems 6.2-6.5 in KK.
Exercises for Wednesday November 14:
Exercises 5-7 which can be found here
Here are some R-commands related to Exercises 5 and Exercise 6
The oral exam will be on Monday December 10.
The project will be handed out Wednesday November 21. and will have a deadline Monday December 3.
Exercises for Wednesday November 7:
Leftover from last wednesday: Problem 1.11 (Jensen's inequality)
New exercise: Problem 5.7.
Furthermore go through Examples 5.18 and 5.19. In particular try to verify Table 5.2.
Here are some R-commands related to Example 5.18
Exercises for Wednesday October 31: 1.11 (pg. 50), 5.2 and 5.3 (pg. 293).
In part (c) of 5.3 KK asks for the MLE in part (c). Interpret this as part (b). For part (d), if you don't know what Newton-Raphson or Fisher-scoring is, just plot the likelihood and find the MLE from this.
Here are some R-commands related to Problem 5.3
Exercises for Wednesday October 24:
Problems 4.11, 4.15 and 4.19. (Here are some R-commands related to Problems 4.11 and 4.19)
Exercises for Wednesday October 17th:
Examples 4.28 in KK (pg. 202-205)
Problems 4.13 (R-script to illustrate the solution).
Exercises for Wednesday October 10: 4.8 and 4.9 in KK
Exercises for Wednesday October 3: Problems 4.2, 4.3 (and 4.4) in KK (pg. 226-227) plus Problem 1.17 (pg. 51-52).
Exercises for Wednesday September 26: Problems 3.20 and 3.21 i KK.
The grading in STK4130 will be based on a project paper followed by an oral exam/hearing.
The student representative for STK4130 this semester is Simon Lergenmuller.
Exercises for Wednesday 12/9:
a) Problems 3.6 and 3.9 in KK (Keith Knight) pg. 164.
b) Go through Examples 3.4, 3.5, 3.6, 3.7 and 3.8 in KK (pg. 126-132).
Here is the rough plan for the lectures in STK4130 this semester.
The first lecture in STK4130 will be Wednesday 29 August (0915-1100).
We will use the book "Keith Knight: Mathematical Statistics (1999). Chapman & Hall/CRC. ISBN 1-58488-178-X". This book can now be purchased in Akademika.