hw - terms of the data and the hyperparameters of the prior...

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University of Minnesota, Twin Cities School of Statistics Stat 5102 Rweb Statistics 5102, Spring 2001 (Geyer) Homework Assignments No. Due Date Ch.* Problems Comments 1 Fri Jan 26 N7 3, 4, 5, 8, 13, 14 L7 17 N8 1, 2, 3 2 Fri Feb 2 N8 4, 5, 6, 7, 8, 9, 10, 11, 12 In 8-8 you need to assume that mu_2 is nonzero. 3 Fri Feb 9 L8 1, 4, 7 N9 1, 4, 5, 6, 7, 8 9, 11, originally assigned moved to next week 4 Fri Feb 16 L8 45, 49, 51a N9 9, 11, 12ab, 13, 14, 15, 16, 17 18, 19, originally assigned moved to next week 5 Fri Feb 23 L9 11, 12, 14, 16 Produce P-values for all tests (use R if tables are inadequate). N9 18, 19, 20, 21, 24, 25 6 Fri Mar 9 L9 26, 38a**, 42, 52** Produce P-values for all tests (use R if tables are inadequate). N9 26, 27, 28, 29 L7 38bcd, 42bcd, 68cd, 71 N10 1, 2 7 Fri Mar 16 N10 3, 4, 5, 6, 7, 8
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L10 1, 6 Do both chi-square and likelihood ratio tests. 8 Fri Mar 23 N11 1, 2, 3, 4, 9, 10 In 11-3 use alpha = - 1 / 2. L7 77, 84ab For problem 7-77 express the hyperparameters of the posterior in
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Unformatted text preview: terms of the data and the hyperparameters of the prior (like Theorem 11.2 in the notes does for the two-parameter normal problem). In problem 7-84 "state of nature" means the value of the parameter. L8 41, 42 In both problems "Bayes estimate assuming quadratic loss" is a long-winded way of saying "posterior mean." 9 Fri Apr 6 N11 5, 6, 7, 8 L9 34a-c, 35 N12 Problem 2, originally assigned, moved to next assignment. L14 2, 3, 7**, 11 Note Problem 11 proves Corollary 12.5 in the notes. Erratum: Answer in Lindgren for 12-2 is wrong. 10 Mon Apr 23 N12 2, 3, 4, 5, 6, 7 L14 19, 20 11 Fri Apr 27 N12 8, 9 handout 12 Fri May 4 N12 10, 11, 12, 13 * Chapter "N1" means Chapter 1 of the course notes (handouts). Chapter "L1" means Chapter 1 of the textbook (Lindgren). ** Data typed in files for using Rweb. http://www.stat.umn.edu/geyer/5102/prob9-38.dat http://www.stat.umn.edu/geyer/5102/prob9-52.dat http://www.stat.umn.edu/geyer/5102/prob14-7.dat...
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This note was uploaded on 10/28/2010 for the course STAT 5101 taught by Professor Staff during the Spring '02 term at Minnesota.

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hw - terms of the data and the hyperparameters of the prior...

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