exercises for Mon Mar 9_亚博娱乐官网_亚博pt手机客户端登录

nils
2020-03-03T14:41:33.379Z
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www.uio.no

1. On Mon Mar 2 we rounded off Part III from Ferguson, with a bit more material on sample quantiles, and we started on Part IV, with introductory discussions of maximum likelihood etc. We also did *some* of the listed exercises from Ferguson, and will do more next week.

2. The course curriculum will be detailed separately, and soon, but consists of five parts -- Parts I, II, III, IV roughly corresponding to these parts of Ferguson's book, and Part V to be on *empirical processes*, with separate material to come from Nils.

3. For Mon Mar 9, start with the following exercise. First, write out clearly how to form a 95 percent confidence interval for the population median, based on a sample of n datapoints. This involves estimating the limit distribution standard deviation 0.50/f(\mu), and for this ingredient use the kernel density estimate, \hat f(x) = n^{-1} \sum h^{-1} dnorm(h^{-1}(x_i - x)), with default bandwidth taken to be h = 1.059 \sd(x) / n^...