hw2 - HW 2 for Stat 7249 - Spring 2009 Due February 3...

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HW 2 for Stat 7249 - Spring 2009 Due February 3 Reading in text for this assignment Chapters 3-5 Datasets none for this assignment 1. DB Problem 5.1 2. DB Problem 7.1 3. Anscombe residuals are a type of residuals constructed to more closely follow a normal distri- bution than Pearson’s residuals. The idea is to transform Y , using a function A ( Y ) so that A ( Y ) is as close to normal as possible. For likelihoods based on glm’s, the function A ( · ) is given by A ( · ) = Z V 1 / 3 ( μ ) (1) Then, residuals are based on A ( y ) - A ( μ ). The variance of A ( Y ) can be (first order) approx- imated as A 0 ( μ ) q ( V ( μ )). Derive the Anscombe residual for the gamma distribution. Using R, take a sample of size 500 from a gamma distribution and examine the distribution of the Pearson and Anscombe residuals. Comment. Do this for several different values for t he parameters of the Gamma distribution. 4. Suppose a population of individuals is partitioned into two sub-populations or groups,
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hw2 - HW 2 for Stat 7249 - Spring 2009 Due February 3...

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