STAT
8220
Estimation
& Hypothesis Testing
Spring
2007
INSTRUCTOR: SIULI MUKHOPADHYAY
CLASS TIMIINGS: Tuesdays and Thursdays 10.30-11.55
am
OFFICE HOURS:
Tuesdays 1-2pm and Thursdays 12.50-1.50 pm or by appointment
TEXTBOOK USED: Probability and Statistics, Third
Edition. Morris H. DeGroot and Mark J. Schervish.
Announcement:
Final exam will be held on 4th may 2007 (Friday) from 10 am-1pm.
Solution: exercise 7 from section 5.11.
Homework:
Section 5.11: Problems 2, 4, 6, 8 (will be
collected on 23rd January 2007).
(Solution)
Section 5.12: Problems 2, 6, 10, 14 (will be
collected on 25th January 2007) (Solution)
Hint for Problem 14: Use Exercise 13.
Section 6.5: Problems 4, 6, 8, 10 (Hint for problem 10 in Exercise 6.5: page 212) and Section 6.6. Problem 2, 4, 6 (due date: 5th
February 2007). New problems added!!! (Solution)
Section 6.7: Problems 2, 12 (c), 14. Section 6.8: Problems
4, 8, 12, 14 (Hint: use the MLEs from problem 14 in
exercise 6.5) Due on 15th Feb 2007. (Solution)
HW-5 (Submission date: 12th
March 2007 by 10 AM in my mailbox) Solution
HW-6 (Submission date: 22nd
March in class)
HW-7: Supplementary Exercises 7.9:- Problems 4,
8, 10,16, 18, 20, 22. (Submit on 10th April
2007 in class) (Solution for HW 7
and Solution for Problem 18 Exercise 5.6)
HW-8: Supplementary Exercise 8.10. Problems 2, 4, 6, 12. (Submit on 20th April in my
mailbox by 12pm) Hint for Problem 12. (Solution)
Practice Problems:
Sufficiency and MLE (Set
1)
Lecture Notes: