Statistics 6501: Homework 3

  • Complete the exercises related to the M.L.E. and A.V. in this handout. handout1a.pdf
  • Read Ch. 8, do problems 6c, 7c, 16c, 35, 46, 47abc, 50, 52c, 55, 58
  • Code for 8.7b  BinomialLogLik.R     8_7_b_Hiromi.r
  • Note that problems 55 and 58 relate to the bootstrap, see the Parametric Bootstrap Handout of the H-W model..
  • For problem 46 here is the dataset whale.txt and four R programs, one using uniroot( ), and the others using the nlmib( ), nlm( ), and mle( ) functions.  Note the use of the scan( ) function to read in the data from the txt file.
    • whale1.R    computes the mle using uniroot( )
    • whale2.R    computes the mle using nlminb( )
    • whale3.R    computes the mle using nlm( )
    • whale4.R    computes the mle using mle( ), a function in library(stats4)

From jstore find and read the following papers.  JSTORE - online statistics and probability articles, available on campus.

  • Efron, R.A. Fisher in the 21st century (Invited paper presented at the 1996 R.A. Fisher Lecture) , Statistical Science, 1998, Vol. 13, No. 2, 95-122.

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Bayes - The theory that wouldn't die