Statistics 6402: Homework

Homework 4:

• Read Ch. 5, do problems 2, 8, 14, 24a-e, 29, 34, 39, 40, 50, 57, 59

Homework 3:

• Read Ch. 4, do problems 6, 8, 14, 27, 29, 32, 52, 55
• From Homework 2, problem 22, run the following simulations.  Read the following handout problem22.pdf and run the following programs    problem22a.r    problem22b.r    problem22c.r    (These programs should work in S-Plus but I have not check that they do yet.)
• From Blackboard download the print out the Chapter from Suess&Trumbo, a book on Simulation, Markov Chains, and the Gibbs Sampler.  Read over Chapters 1-5, if you have comments or questions people email me about them.  Also read over Chapters 6 and 7 as we will be discussing these in more detail.
  • Chapter 1, Introductory Concepts and Computations, uses of integration and computation.
  • Chapter 2, Generating Random Numbers, how to and a little about when an algorithm is good.
  • Chapter 3, Simulating Proportions and Means, Central Limit Theorem and Integration as a limit.
  • Chapter 4, Simulating Distributions, Transformations, Exponential and Normal.
  • Chapter 5, Screening Tests, Introductory chapter discussing the main example in the later chapters.
  • Chapter 6, Markov Chains with Two States, Simulation, Convergence, simple Gibbs Sampler.
  • Chapter 7, Examples of Markov Chains with Larger State Spaces, Random Walk, Continuous State Spaces.

Homework 2:

• Read Ch. 3, do problems 2, 7, 9, 17, 19, 21, 40, 56
• extra credit 22

Homework 1:

• Read Ch. 1, do problems 26, 30, 32, 46
• Read Ch. 2, do problems 13, 25, 46, 56
• Read the Sterling's Approximation and Simulation of the Sample Mean and SD papers that are available for the class on Blackboard.