exercises for Week 8 (Mon Oct 6 ff) and Week 9 (Mon 13 Oct)

Extra: first, check that you find about Fisher's zeta transformation, inside Ch 5: with R_n the correlation coefficient, we have sqrt(n) (hat zeta - zeta) close to N(0, 1): we can "transform to normality" and back. Suppose you observe R_n equal to 0.25, 0.30, 0.35, 0.40, 0.45, 0.50, 0.55, 0.60 for 8 experiments, each with n = 30. Do the transformation to normality; estimate zeta_1, ..., zeta_8 there, via the multiparameter Stein recipes of Ex 7.36 that Emil has gone through with you; and then transform back to correlation scale. Also attempt a full Bayesian analysis.

Exam 2021, 1, 2, 3. 

Exam project 2013, 3. 

When back from Chicago I'll post *Chapter 9* on the website, from Hjort-Stoltenberg, from which there will be four of five exercises included in the curriculum,

Published Oct. 4, 2025 2:48 PM - Last modified Oct. 4, 2025 2:48 PM