Due Friday, October 14, by noon (slip under instructors door, if not in office)
Read the rest of Sections 6.2 and 6.4 (for asymptotic distribution of MLEs) and the class
notes Notes_3 up to the section titled "Critical Regions from Asymptotic Dist.
Due Monday, 10/24/16, by 10:00 am (put under instructor's door).
Read the rest of Sections 6.3 and 6.5 (for asymptotic distribution of LRT statistics),
Sections 4.8 and 4.9 (for Monte Carlo and bootstrap methods) and the remainder of
Due Wednesday, 11/2/16 by 5:00 pm (slip under instructor's door)
Read Notes_4.pdf and the rest of Sections 6.2 and 6.4 (for the C-R lower bound),
Sections 7.2, 7.3, and 7.7 (for sufficiency and the R-B theorem), and Sections 8.1 and 8.2
(for most po
1) Consider Theorem 6.5.1, which states that the asymptotic distribution of the LRT
statistic is given by
2 log q2
under certain conditions. One of those conditions is that the null set can be expressed
as 0 = cfw_ : gi() = ai, i = 1, 2, . . ., q