exercises for Mon Feb 3

1. On Mon Jan 27 I went through the basics for several important topics from Ferguson's Part One (sections 1, 2, 3, 4, 5): more on the CLT, more on the LLN, more on the Lyapunov and Lindeberg theorems, a few applications and side comments, plus Exercises 41 and 42.

2. For Mon Feb 3 I plan to both round off Part One and start on Part Two, where key words include maximum likelihood analysis (under model conditions, and outside), Bayes estimators, chi-squared tests, etc.

3. Note that I've uploaded a technical note from Emil Stoltenberg on the course site, with his proof for the Lindeberg Theorem *without using characteristic functions*.

4. I'm busy extending the "Nils Collection" with exercises and lecture notes, and will soon have a Version C ready, with details pertaining both to the Lindeberg theorem and other issues.

5. Next week we attempt to decide on the Exam Project Time Window, the [t_0, t_1], for June.

6. For Mon Feb 3, we make a priority of going through several exercises. From the Nils Collection, work through these: 4(b), make confidence intervals based on the limit distribution reached; then 25, 26, 45, 46, 53.

Published Jan. 28, 2020 10:38 PM - Last modified Jan. 28, 2020 10:38 PM