University of Minnesota, Twin Cities School of Statistics Stat 5101 Rweb

Statistics 5101, Fall 2000 (Geyer) Homework Assignments

No. Due Date Ch.* Problems Comments
1 Wed Sep 13 L1 2, 4, 5ace, 8abc, 25ab, 26
L2 2, 4ac, 6, 9ac
2 Wed Sep 20 L2 12, 20(right inequality only), 22b, 26, 27
L3 3abc, 4, 6 previously assigned 12, 14a moved to next week
3 Wed Sep 27 L3 12, 14a, 19, 23, 24, 27abd, 33, 37
N1 1, 2, 3
4 Wed Oct 4 L4 8, 44, 49 In problem 44 assume X, Y, and Z are uncorrelated and equal in distribution (we haven't done i. i. d. yet).
N2 3, 5, 10, 11, 12, 14, 16, 17, 18 Problem 21, originally assigned, moved to next week.
5 Wed Oct 11 L4 29, 40ab
N2 21, 22, 25, 28, 30, 32, 33, 34 Problem 21 asks what is cor(X_i, X_j) for i not equal to j. Also ignore the "with probability one", and assume var(X_i) > 0.
Problem 24 turned out to be more complicated than I thought -- easy to get into a form involving only one sum, but not with no sum -- cancelled.
Also recall the correction to (2.33) made in class, the term sign(b d) needs to be added on the right hand side, in Problem 25.
6 Wed Oct 25 L3 43
L4 10, 20, 55, 58
N2 35, 36, 37, 38
N3 1, 2, 3, 4, 5, 6 In Prob. 6 (X, Y) has the U(S) distribution in the notation of Section B.2.1 of Appendix B, where S is the disk defined by the displayed formula.
7 Wed Nov 1 L6 2, 6, 23, 25, 30, 44, 45

N3 7, 8 For problem 7 the notation N(mu, sigma^2) means the distribution with density (9) on p. in Lindgren.
N4 1, 3, 4
8 Wed Nov 8 L6 48, 49, 50, 60, 69, 73, 82
N4 2, 5ac, 6, 7 It turns out 5b is just wrong.
9 Wed Nov 15 L12 32 L6-86 originally assigned, now moved to hw 10
N5 1, 2, 3, 4, 5, 6, 8 N5-7 originally assigned, now moved to hw 10. N5-4 should say M is symmetric positive semi-definite.
10 Wed Nov 29 L6 13, 86
L12 12
N5 7, 10, 11, 12, 13
L5 3, 6, 9
11 Wed Dec 6 N6 1, 2, 3, 4
L7 1, 4a-e, 6, 13, 14, 16, 22, 25 in L7-4 ignore range and midrange.
12 Wed Dec 13 N7 1, 2, 6, 7, 9, 10, 11, 12

No.	Due Date	Ch.*	Problems	Comments
1	Wed Sep 13	L1	2, 4, 5ace, 8abc, 25ab, 26
		L2	2, 4ac, 6, 9ac
2	Wed Sep 20	L2	12, 20(right inequality only), 22b, 26, 27
		L3	3abc, 4, 6	previously assigned 12, 14a moved to next week
3	Wed Sep 27	L3	12, 14a, 19, 23, 24, 27abd, 33, 37
		N1	1, 2, 3
4	Wed Oct 4	L4	8, 44, 49	In problem 44 assume `X`, `Y`, and `Z` are uncorrelated and equal in distribution (we haven't done i. i. d. yet).
		N2	3, 5, 10, 11, 12, 14, 16, 17, 18	Problem 21, originally assigned, moved to next week.
5	Wed Oct 11	L4	29, 40ab
		N2	21, 22, 25, 28, 30, 32, 33, 34	Problem 21 asks what is cor(`X_i`, `X_j`) for `i` not equal to `j`. Also ignore the "with probability one", and assume var(`X_i`) > 0. Problem 24 turned out to be more complicated than I thought -- easy to get into a form involving only one sum, but not with no sum -- cancelled. Also recall the correction to (2.33) made in class, the term sign(b d) needs to be added on the right hand side, in Problem 25.
6	Wed Oct 25	L3	43
		L4	10, 20, 55, 58
		N2	35, 36, 37, 38
		N3	1, 2, 3, 4, 5, 6	In Prob. 6 (`X`, `Y`) has the `U`(`S`) distribution in the notation of Section B.2.1 of Appendix B, where `S` is the disk defined by the displayed formula.
7	Wed Nov 1	L6	2, 6, 23, 25, 30, 44, 45

		N3	7, 8	For problem 7 the notation N(mu, sigma^2) means the distribution with density (9) on p. in Lindgren.
		N4	1, 3, 4
8	Wed Nov 8	L6	48, 49, 50, 60, 69, 73, 82
		N4	2, 5ac, 6, 7	It turns out 5b is just wrong.
9	Wed Nov 15	L12	32	L6-86 originally assigned, now moved to hw 10
		N5	1, 2, 3, 4, 5, 6, 8	N5-7 originally assigned, now moved to hw 10. N5-4 should say M is symmetric positive semi-definite.
10	Wed Nov 29	L6	13, 86
		L12	12
		N5	7, 10, 11, 12, 13
		L5	3, 6, 9
11	Wed Dec 6	N6	1, 2, 3, 4
		L7	1, 4a-e, 6, 13, 14, 16, 22, 25	in L7-4 ignore range and midrange.
12	Wed Dec 13	N7	1, 2, 6, 7, 9, 10, 11, 12

* Chapter "N1" means Chapter 1 of the course notes (handouts). Chapter "L1" means Chapter 1 of the textbook (Lindgren).