Exercises for Thursday February 5

1. On Jan 29 I discussed maximum likelihood, some large-sample theory, approximation theorems under model conditions, and spent time on Exercises 1 and 2. Next week I will go through large-sample ML theory outside model conditions and work with the AIC and its cousins.

2. Note that I have placed R scripts "com1a" and "com1b" on the website, for Exercise 2. Run them and check them and modify them as you might wish; in particular, run com1b with models allowed to be of order up to pmax = 20, to see what happens.

3. Exercises for next week: Please go back around 2100 years in time, to Roman era Egypt, observe life for men and women, and do Exercise 4.