Homework Problems, Stat 710, Fall '02


PROBLEM SET 1:  (originally listed as due 9/13, but actually 
	        collected 9/18/02) 
   Chap. 2, p. 24:  # 2, 6, 10, 12, 16, 17, 18.
   Chap. 3, P. 34:  # 1, 7.

PROBLEM SET 2: (due Friday Oct. 4)
    #1 given in class. Suppose a data-sample X_1, ..., X_n  is
       iid with Normal distribution, unknown mean mu and variance
       sigma^2, respectively known to be near their `true' values of
       0, 1.  Explain in terms of the theory of Chapter 4, Section 1, 
       why the generalized method of moments based on indicators of 
       falling in intervals (-infty, 1], and (-1,1]  yields root-n
       consistent asymptotically normally distributed estimators, and
       find the formula for the asymptotic variance of the estimator 
       tilde{mu} of mu, and compare it (numerically at mu_0,
       sigma_0^2) with the variance sigma_0^2 of the sample mean.

    Other problems:  Chapter 4, p.40: # 1, 6.
	  Chapter 5, p. 83: # 5, 9, 14, 16.

PROBLEM SET 3: (due Monday Oct. 28) 
    Chap. 5, p. 83:  # 15, 20. Chap. 6, p.91: # 1, 2, 4, 6.

PROBLEM SET 4: (due Monday Nov. 11) Chap. 5: #7;  Chap. 6: #3;
    Chap. 7: # 1, 2, 6, 8.

PROBLEM SET 5: (due Monday Dec. 2) Chap. 8: #8.
	Chap. 11: # 4, 10.  Chap. 12: #1, 3, 6, 8.

PROBLEM SET 6: (due Wednesday Dec. 18) 
	Chap. 13: # 3 (use the method of #7 if you prefer), 4, 5, 6.
	Chap. 14: # 3, 5.