We've started Ch 2, and ¡­

We've started Ch 2, and key wors so far include maximum likelihood, Kullback-Leibler, information matrix, least false, LLN (law of large numbers), CLT (central limit theorem), delta method. We also went through Exercise #4/2009, and I'll place the R programme "com2f" on the webpage. Make sure you understand all details here, as you'll be required to go through similar adventures on your own later on.

For Tue Feb 8, supplement this Exercise 4 with standard errors and confidence intervals computed without assuming that the models are correct (cf. the J^(-1)KJ^(-1) quantities). Then do Exercise 5, but with focus parameter p = Pr(X \ge 0.222).