Messages

Published Sep. 20, 2024 1:04 PM

We've been more or less through the Handball story (Who wins?, v.6) and the Football story (the Turn-around operation, v.7). After having started Ch3, with the basics of the linear regression model, including prediction, work through as much as you can for Stories iv.1 (New Haven temperatures) and iv.3 (How special are You?). 

I'll put the relevant curated datasets on the course site (the first: temperatures and years; the second: weight-of-body and weight-of-brain for 56 mammals) pretty soon.

Published Sep. 17, 2024 5:25 PM

Here's another probability proof of Stirling's 1730 formula, which I stumbled upon yesterday. Let X_n be gamma(n,1). Then Z_n=(X_n-n)/\rootn tends to Z, the standard normal. Work a bit with the mean of Trunc(Z_n), and see that it is \rootn e^(-n) n^n/n!. Which has to tend to the mean of Trunc(Z), 1/\sqrt{2 \pi}. End of proof.

https://www.facebook.com/groups/1589206911336271/posts/3853571988233074/ 

So perhaps a subset of the December 2024 exam questions might have been mentioned or pointed to earlier in the FocuStat group.

Published Sep. 16, 2024 6:58 PM

After rounding off Ch2 (with CLT, LLN, Lindeberg, delta method, Cramer-Slutsky) we aim at doing Ch3 for Weeks 6 and 7. A tentative list of curriculum exercises is this one: 1, 2, 4, 5, 6, 7, 8, 9, 11, 12, 15, 16, 17, 18, 24, 27, 30, 31, 32. On Mon Sept 23, Aslak does 1 and 2. 

I have updated the curriculum list document (as of 16-ix), also tentatively bringing in a little asterisking to indicate those that are somewhat more fundamental ("hi there, I can be used on lots of occasions") than the others ("I'm here for a single good illustration").

We've also done two Statistical Stories, and will soon enough have more; also these will be listed in the curriculum document.

The Oblig dates are tentatively set to t_0 = Mon Oct 7, where the exercise set is made available, and t_1 = Mon Oct 21, deadline for handing in your pdf'd reports.

Published Sep. 11, 2024 10:56 AM

The exercise list for Ch 2 is more or less 1, 2, 6, 7, 8, 9, 11, 12, 13, 14, 18, 19, 21, 29, 32, 33, 41, 42, 43, 52, 54, 55, and we plod on, for Weeks 4 and 5, with these. Keywords are CLT, LLN, Lindeberg, the delta method, and results will be used here and there in the rest of the course.

For Week 5, work through as much as you can also for Statistical Stories v.7 (how Belgium went from 0-2 to 3-2, football) and v.6 (how exciting was it, really, minute by minute, Norway-Denmark women's handball, November 2022)? Data for Story v.6 are on the website. Another dataset there has match results for 117 matches, where the point is to have a Poisson dependence model: results (x,y) have a positive correlation. Sigurd does 2.39, proving the Stirling formula via the Poisson and CLT.

Football story, Belgium Breaks a 48 Year Old Curse (Apparently): 

https://www.mn.uio.no/math/english/research/projects/focustat/the-focustat-blog!/belgiaja...

Published Sep. 9, 2024 4:16 PM

We have managed to find student representatives (and I hope these mail addresses work): Vilde Hansteen Ung (vildehun@uio.no) and David Andreas Sand (davidasa@uio.no). 

If you wish to communicate something to me, or have questions regarding the course, the simplest algorithm is to approach me (e.g. during teaching breaks) -- but you may also talk to Vilde and/or David, who will then talk with me. Vilde and David: we agree on a cup of coffee within a few weeks. 

Published Sep. 5, 2024 4:29 PM

We've started on Ch 2, large-sample theory, and will use more or less Weeks 4 and 5 to go through the main material. The tentative list of exercises is 1, 2, 6, 7, 8, 9, 11, 12, 13, 14, 18, 19, 21, 29, 32, 33, 41, 42, 43, 52, 54, 55 (and soon we'll start with a few Statistical Stories). For Mon Sept 9, we're aiming for 1, 2, 6, 7, 8, 9, 11, from which Vilde does no.6. If she sees this in time: let X_n be Gamma(a_n, b_n), with a_n going to 1 and b_n going to 1. Show that X_n tends to the unit exponential in distribution.

On Thu Sept 12 we go on, with these, from Ch 2: 2, 9 (continue from what Vilde showed us), 11, August does a sutable subset of the union of 13, 14, 18 (try your own g(p)), 19, 21. After that we're ready to push for CLT, the delta method, Lindeberg, the LLN -- those are key words for the most important themes of the chapter. 

Published Aug. 29, 2024 8:17 AM

Our plan is to go through Chs 1 + 2 in the course of five weeks, and we're indeed rounding off Ch 1 after the Monday of Week 3. Remaining exercises from Ch 1, for Thursday Week 2 and Monday Week 3, are (more or less, depending on time): 

24, 30, 31, 33, 40, 41, 43, 45, 49, 50.

Hedvig B does 1.40 (f,g,h). H?kon does chi-squared things from 1.43(d)-(h), Vilde something next week. For Ch 2 the intended full list is 

1, 2, 6, 7, 8, 9, 11, 12, 13, 14, 18, 19, 21, 29, 32, 33, 41, 42, 43, 52, 54, 55.

We'll also soon start with a few of the Statistical Stories.

Published Aug. 21, 2024 11:50 PM

The plan is to use *a bit less than 5 weeks* for Chs 1, 2, then about 2 weeks for each of Chs 3, 4, 5. If things go well, we round off Ch1 on Mon Sept 2 and start on Ch2 Thu Sept 5.

Ch 1 has a multitude of exercises, of which we might be defining about a total of 25 as curriculum. After as much as we muster in Week 1 of 1, 2, 3, 4, 7, 8, 9, 10, 12, 15, 16, we go for

17, 18, 21, 23, 24, 29, 30, 31, 33, 

then the last batch with 40, 41, 43, 45, 49, 50. 

(a) For Week 2, Monday, Aslak H does 1.12(e), Maham I does 1.17, on the blackboard; for Thursday, David S does 1.30(c),(d),(e).

(b) I pointed to a somewhat heavy-handed way today Mon Aug 26 to find prodd and preven for the Poisson; it works, but an easier way is this. Write down power series sums for prodd and preven, with prodd + preven = 1. Show that preven - prodd = \exp(-2\theta), then show preven = \half(1 + \exp(-2\theta)), prodd = \half(1 - \exp(-2\theta)...

Published Aug. 19, 2024 4:42 PM

For a portion of the exercises as well as for the Statistical Stories in the course, we need to set up code to solve problems, find estimates, compute test statistics, graph confidence distributions, maximise log-likelihood functions, create graphs and figures, etc. Some tasks are carried out via pre-programmed algorithms, perhaps in sub-packages, but you also need often enough to set up your own code, do your own programming. 

I'm using R for these purposes, but you are free to use e.g. python, or other software package, as long as you're able to carry out the required tasks. I'll upload *some* of my own code, for *some* of the exercises and stories. In each case, run it in your computer, see that it works, check that you understand what goes on, line by line, portion by portion.

I'm placing *com41a* on the site now (Aug 19), for the little idiosyncratic thing in exercise 1.2(c). More will come.

Published Aug. 12, 2024 6:55 PM

Our two plus two hours per week (Mon 14-16 and Thu 10-12) will be a mix of lectures, exercises, and stories, from PartOne and PartTwo. The material will partly be covered by carrying out and  going through exercises, as opposed to "the professor is lecturing". I'm hoping for active participation from you, the students, also *partly* by having you going to the blackboard to go through your solutions to exercises. 

For Week 1, Aug 19 to Aug 23, attempt to work through these exercises from Ch 1: 1, 2, 3, 4, 8, 9, 10, 12, 15, 16.

Published Aug. 12, 2024 6:26 PM

I've uploaded PartOne.pdf (lots of Exercises) and PartTwo (lots of Statistical Stories), both from August 2024, to the course page. You should copy these into your computer & print out.

We'll come back to various details, of course; the curriculum will be *parts* of Chapters 1, 2, 3, 4, 5, 6, 7, 8 and *some* of the Stories.

Again, we start Monday August 19th.

Published July 15, 2024 6:19 PM

Welcome to the stk 4011 course. Teaching takes place Mondays 14:15 - 16:00 (Undervisningsrom 126) and Thursdays 10:15 - 12:00 (Undervisningsrom UE26). Teaching will be a mixture of c. 1/2 lectures and 1/2 going through (lots of) exercises. The division line between "this is lecturing" and "this is going through exercises" is intended not to be sharp for this course and this course material. 

The course material will be certain chapters & stories from a preliminary version of "Statistical Inference: 666 Exercises and 77 Stories, with Solutions to All", by Nils Lid Hjort and Emil Aas Stoltenberg (Cambridge University Press, 2025). I will upload these excerpts here at the course website, qua pdfs, as Part One and Part Two, around August 12. There are *earlier versions* of these, placed at the course website for Autumn 2023; these will be taken down after I've uploaded these newer versions.

The book-to-be will have about fifteen chapters (and lots o...