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Exercises

Review of mathematical statistics -    

  • 3rd edition:    12.3, 12.4, 12.5, 12.6, 12.8, 12.11,12.12, 12.13 + supplementary file        
  • 4th edition:    10.3, 10.4, 10.5, 10.6, 10.8, 10.11,10.12, 10.13 + supplementary file      
Estimation for complete data -    

 

  • 3rd edition:    13.1, 13.2, 13.3, 13.4, 13.5, 13.6, 13.7, 13.8, 13.9, 13.10, 14.13 + additional question for exercise 13.3 "Determine an estimate for the survival function" + 2 additional questions for exercise 13.5 "1) Use individual data to get 2 estimates for the empirical distribution 2) Apply the ogive idea to individual data to estimate the survival function"             Mandatory 13.1, 13.5, 13.8, 14.13        
  • 4th edition:    11.1, 11.2, 11.3, 11.4, 11.5, 11.6, 11.7, 11.8, 11.9, 11.10, 12.13 + additional question for exercise 11.3 "Determine an estimate for the survival function" + 2 additional questions for exercise 11.5 "1) Use individual data to get 2 estimates for the empirical distribution 2) Apply the ogive idea to individual data to estimate the survival function"           Mandatory 11.1, 11.5, 11.8, 12.13      
 
Estimation for modified data

 

  • 3rd edition:
    • Section 14.1 -          14.2, 1 4.3,  14.4,  14.8, 14.12
    • Section 14.2 -          14.13,  14.18, 14.20,  14.21,  14.24
    • Section 14. 3 -           14 .27, 14.29
  • 4th edition:
    • Section 12.1 -            12.2,  12.3,  12.4,  12.8, 12.12
    • Section 12.2 -            12.13,  12.18, 12.20,  12.21,  12.24
    • Section 12.3 -            12 .27, 12.29

 

  • Frequentist estimation    

    • 3rd edition:      
      • Section 15.1 -        15.1, 15.2,  15.4,  15.5, 15.9,  15.13
      • Section 15.2 -       15.30, 15.31, 15.33, 15.37, 15.42, 15.46, 15.55, 15.58
      • Section 15.3 -       15.62 (exponential only), 15.66, 15.68, 15.70, 15.71, 15.106 (a) and supplementary exercises 1,2 and 3.
    • 4th edition:  
    • Section 13.1 -                   13.1, 13.2,  13.4, 13.5, 13.9,  13.13
    • Section 13.2 -                   13.30, 13.31, 13.33, 13.37, 13.42, 13.46, 13.55, 13.58
    • Section 13.3 -                    13.62 (exponential only), 13.66, 13.68, 13.70, 13.71,          14.3 (a) and supplementary exercises 1,2 and 3.

 

  • Bayesian estimation    

    • 3rd edition:      
      • Section 15.5 - 15.80, 15.81 15.97 (+ determine the probability function for a new observation), 15.98, 15.102 + supplementary exercises 4 and 5.
    • 4th edition:      
      • Section 15.1 to 15.3 - 15.3, 15.4, 15.25  (+ determine the probability function for a new observation), 15.26, 15.17 + supplementary exercises 4 and 5.

 

  • Model selection    

    • Section 16.3 -        16.1, 16.3
    • Section 16.4 -        16.4, 16.5, 16.6, 16.8, 16.9, 16.11, 16.12 
    • Section 16.5 -        16.22, 16.24    

Simulation

  • 3rd Edition:                       21.1, 21.2, 21.4, 21.7 (describe the procedure before applying simulation) , 21.12 (computer needed for question b), 21.16    
  • 4th edition:                       20.1, 20.2, 20.3, 20.8, 20.11 (describe the procedure before applying simulation) , 20.16 (computer needed for question b), 20.20

Bootstrap   (Where apropriate describe the procedures to be applied)

  • From "Loss Models" 3d edition: 21.11     4th edition: 20.15  
  • From "Bootstraps Methods and Permutation Tests":  
    • (file spending.prn) 18.3 , 18.5, 18.7, 18.8, 18.10, 18.11 (+ For exercises 18.10 and 18.11 determine a percentile CI for themean),     redo exercise 18.11 assuming that "spending" follows a gamma distribution),
    • (file CEO.prn)         18.20 (b) (c)                
    • (file IOWA.prn)           18.43