hwk2 - STAT 8630 Advanced Statistical Applications II...

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STAT 8630 — Advanced Statistical Applications II Homework 2 – Due Thursday, February 19 Homework Guidelines: Homework is due by 4:30 on the due date specified above. You may turn it in at the beginning of class or place it in my mailbox in the Statistics Building. No late homeworks will be accepted without permission granted prior to the due date. Use only standard (8 . 5 × 11 inch) paper and use only one side of each sheet. Homework should show enough detail so that the reader can clearly understand the procedures of the solutions. Problems should appear in the order that they were assigned. Assignment: Do exercises 6.5, 6.6, 6.8 and 6.10 (but skip part (c) of 6.10) in McCulloch and Searle’s book. In addition, do problem 6.1 from Davis’ book. Finally, do the following additional exercises: 1. Prove that cov( C ˆ β , ˆ b ) = 0 as stated at the bottom of p.70 in our class notes. 2. Refer to p.38 of the class notes. Prove that
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This note was uploaded on 11/13/2011 for the course STAT 8630 taught by Professor Staff during the Fall '08 term at University of Georgia Athens.

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hwk2 - STAT 8630 Advanced Statistical Applications II...

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