Stat 5102 Final Exam
May 14, 2015
Name
Student ID
The exam is closed book and closed notes. You may use three 8 1 11
2
sheets of paper with formulas, etc. You may also use the handouts on brand
name distributions and Greek letters. You may use a calculato
Stat 5102 (Geyer) Spring 2012 Homework Assignment 1 Due Wednesday, January 25, 2012
Solve each problem. Explain your reasoning. No credit for answers with no explanation. If the problem is a proof, then you need words as well as formulas. Explain why your
SOLUTIONS FOR PROBLEM SET 1 STAT 5102-004 Given a parametric family of distributions, for parameter value and observable value y , let lik(|y ) = f (y |) be the likelihood at given y . Varying the parameter describes the likelihood function. (1) For any p
Stat 5102 (Geyer) Spring 2013
Homework Assignment 1 Solutions
1-1.
For the following data
2.2
1.4
0.8
3.2
2.0
1.0
3.6
1.8
3.6
1.6
1.8
0.4
2.2
0.2
1.0
2.0
1.2
2.2
2.4
2.4
(a) Find the mean of the empirical distribution.
(b) Find the variance of the empiric
Stat 5102 (Geyer) Spring 2013
Homework Assignment 2
Due Wednesday, February 6, 2013
Solve each problem. Explain your reasoning. No credit for answers with
no explanation. If the problem is a proof, then you need words as well as
formulas. Explain why your
Stat 5102 (Geyer) Spring 2013
Homework Assignment 1
Due Wednesday, January 30, 2013
Solve each problem. Explain your reasoning. No credit for answers with
no explanation. If the problem is a proof, then you need words as well as
formulas. Explain why your
SOLUTIONS TO PROBLEM SET 2 STAT 5102-004 (1) Suppose we are interested in the proportion of defective items in a large population. Consider taking a sample from that population. If the population is large compared to any sample we might see, we can safely
Stat 5102 (Geyer) Spring 2010 Homework Assignment 2 Due Wednesday, February 3, 2010
Solve each problem. Explain your reasoning. No credit for answers with no explanation. If the problem is a proof, then you need words as well as formulas. Explain why your
Stat 5102 (Geyer) Spring 2013
Homework Assignment 2 Solutions
2-1. Suppose X1 , X2 , . . . are IID Unif(0, ). As usual X(n) denotes the
n-th order statistic, which is the maximum of the Xi .
(a) Show that
P
X(n) ,
as n .
(b) Show that
D
n X(n) Exp(1/),
as
Math 5075 section 2
Financial Mathematics
Homework 1
Due Wednesday, September 21
1) You go out to the market and see that MMM stock is trading for $180 today and the 2
year forward price is $187. Assume MMM doesnt pay dividends. You also see that t
Stat 5102 Notes: Markov Chain Monte Carlo and
Bayesian Inference
Charles J. Geyer
March 30, 2012
1
The Problem
This is an example of an application of Bayes rule that requires some
form of computer analysis. We will use Markov chain Monte Carlo (MCMC).
Th
Math 5075 section 2
Financial Mathematics
Homework 2
Due Wednesday, October 5
1) Assume the same 4 bonds from HW1 are listed on the market. What is the swap rate?
2) A swap has a fixed leg of 2%. What is the value of the swap to the person who pays
Stat 5102 Final Exam
May 14, 2015
Student ID
Name
1
The exam is closed book and closed notes. You may use three 8 2 11
sheets of paper with formulas, etc. You may also use the handouts on brand
name distributions and Greek letters. You may use a calculato
Stat 5102 First Midterm Exam
February 25, 2015
Name
Student ID
The exam is closed book and closed notes. You may use one 8 1 11 sheet
2
of paper with formulas, etc. You may also use the handouts on brand name
distributions and Greek letters. You may use a
Stat 5102 Second Midterm Exam
April 10, 2013
Name
Student ID
1
The exam is closed book and closed notes. You may use one 8 2 11
sheet of paper with formulas, etc. You may also use the handouts on brand
name distributions and Greek letters. Put all of your
Stat 5102 First Midterm Exam
February 27, 2013
Name
Student ID
1
The exam is closed book and closed notes. You may use one 8 2 11
sheet of paper with formulas, etc. You may also use the handouts on brand
name distributions and Greek letters. Put all of yo
Stat 5102 Final Exam
May 14, 2013
Name
Student ID
1
The exam is closed book and closed notes. You may use three 8 2 11
sheets of paper with formulas, etc. You may also use the handouts on brand
name distributions and Greek letters. Put all of your work on
Stat 5102 Second Midterm Exam
April 8, 2015
Name
Student ID
The exam is closed book and closed notes. You may use one 8 1 11 sheet
2
of paper with formulas, etc. You may also use the handouts on brand name
distributions and Greek letters. You may use a ca
Stat 5102 (Geyer) Spring 2016
Homework Assignment 3
Due Wednesday, September 28, 2016
Solve each problem. Explain your reasoning. No credit for answers with
no explanation. If the problem is a proof, then you need words as well as
formulas. Explain why yo
Sample Variance as a Consistent Estimator
for the Variance
Stat 305 Spring Semester 2011
The purpose of this document is to show that, for any random variable W , the sample
variance,
c
S2 =
n
1 X
)2
(Wi W
n 1 i=1
is a consistent estimator for the varian