Exercises

Assigned Problems are in bold and others are for Class discussion

  1. Problem #1
  2. Assigned Jan 16: Show that the t-test is consistent. Use S(theta) = Sum[(X_i - theta) and take theta to be the mean.
  3. Assigned Jan 16: Show that the t-test is Pitman. Use S(theta) = Sum[(X_i - theta) and take theta to be the mean.
  4. Assigned Jan 28, Due Jan 30: Problem #4 .
  5. Assigned Feb 4, Due Feb 11: 1.13.10, Note: ans is 1 - (1/sqrt(2)) .
  6. Assigned Feb 4, Due Feb 11: 1.13.16, but don't do the invariance part (do assume it).
  7. Assigned Feb 13, Due Feb 20: 2.13.7 .
  8. Assigned Feb 13, Due Feb 20: 2.13.10 .
  9. Assigned Feb 13, Due Feb 20: 2.13.46 .
  10. Assigned Feb 25, Due March 12: Problem on a Lehmann alt. .
  11. Assigned Feb 25, Due March 12: Problem on a skewed score function .
  12. Assigned March 24, Due March 31: 3.12.3, page 226.
  13. Assigned March 24, Due March 31: 3.12.4, page 227.
  14. Assigned March 24, Due March 31: Regression Problem .
  15. Assigned March 28, Due April 2: Regression problem 2
  16. Assigned April 3, Due April 10: 3.12.32
  17. Assigned April 3, Due April 10: For the density in 3.12.32 discuss how to generate random variates.