Exercises for Wed Mar 20

1. On Wed Mar 13 we did various things for Chapter 5, tolerance levels and regions and ellipses and strips around home models, and with the master theorem describing how estimators using respectively the narrow and the wide model perform. We also did extra exercises, e.g. tolerance around the normal for a certain skewness, and tolerance for Bj?rnholt's skiings days in two different directions.

2. I've placed the R script com21a on the website, with numerical matters for tolerance around the normal with respect to the skewed normal I invented. It involves numerical integration in R.

3. Exercises for Wed Mar 20: Nils Exercises 9 and 7 (in approximately that order). For Exercise 9, do the theory parts first, and to create a dataset to work with, do the following: simulate 200 points from the normal mixture, 0.5*N(-0.5,1) + 0.5*N(0.5,1). Based on your tolerance level calculations etc., which of the two models would be best, (a) the normal, (b) the "stretched tail model" I invented for that exercise? Compute also AIC and BIC scores, for the dataset you create in this way.

Published Mar. 17, 2019 10:02 AM - Last modified Mar. 17, 2019 10:04 AM