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Published Nov. 21, 2019 5:06 PM

Here is the exercise set with many new proposed solutions, primarily from Sec. 6 and Sec. 11. The linear regression example that became quite messy during lecture today is included as a new Exercise 7.4, with a proposed solution in the solution section.

Published Nov. 20, 2019 10:38 PM

Here is a list of what we have covered during the lectures, and in what chapters from the CB-book this can be found.

Published Nov. 16, 2019 3:55 PM

A small correction (Ex. 11.10) and one new proposed solution (Ex. 5.3). Here. Don't use too much time on Ex. 11.4. We have not directly developed the tools to solve it.

Published Nov. 15, 2019 6:36 PM

T(X) = (\sum_{i=1}^n X_i^2 ,\sum_{i=1}^n X_i).

g(T) = \sum_{i=1}^n X_i^2 - \frac{2}{n+1} ( \sum_{i=1}^n X_i )^2 .

Published Nov. 14, 2019 12:36 PM

For the exam you are allowed to bring one handwritten A4 page with whatever you want written on it. One page means that you are not allowed to write on both sides of the paper, and handwritten means the original handwritten thing. No scanning.

Published Nov. 14, 2019 12:31 PM

The extra session takes place in the same room as usual, at 14:15 tomorrow.  I'll go through these exercises:

6.10, 6.16, 6.17, 6.20, 6.21

8.7, 10.3, 11.1, 11.5, 11.6, 11.7, 11.8, 11.10, 11.12

If time allows I might also illustrate the Lindeberg theorem.

Send me an email quickly if you have some exercises you want to add to this list.

Published Nov. 13, 2019 11:52 AM

Some typos have been spotted in the proposed solution to oblig and in the proposed solutions to the exercises. Many thanks to the student who made me aware of this! Corrected versions are now out under the same links. Here for oblig and here for the exercises.

Published Nov. 11, 2019 1:47 PM

New exercises for Thursday in Section 11 in the updated exercise set.

On Thursday we'll talk some more about chapter 8, and then continue to linear regression and associated topics, approx. chapter 11.3 in the CB book.

Published Nov. 7, 2019 4:11 PM

Here is a proposed solution to the mandatory assignment.

Feel free to come by my office or send me an email if you have any questions.

Published Nov. 4, 2019 1:48 PM

New exercises in Section 11 of the updated exercise set

On Thursday we'll continue chapter 8, and you'll have the oblig back (you can also come by my office on and pick it up some time after lecture). Think about things that could be useful to cover in the extra session if you plan to attend it.

Published Nov. 1, 2019 10:41 AM

An extra session with exercises, exam preparations, etc. will be held Friday, 15 November in room 819 NHA (where we always meet), at 14:15. Feel free to email me with specific requests for things we should go through.

Published Oct. 30, 2019 9:39 AM

There were some typos in Exercise 10.4 They are now corrected. Many thanks to the student who made me aware of this!

Published Oct. 28, 2019 1:33 PM

Do the exercises in Section 10 of the updated exercise set. This version of the exercise set also includes some more proposed solutions.

On Thursday we'll start chapter 8 from the CB book. Due to faglig-pedagogisk dag, the lecture will only last for two hours.

Published Oct. 21, 2019 11:08 AM

New instructions. The mandatory assignment should be handed in to me before 14:30 on Friday 25th. My shared office is room 822 in NHA. The door next to where you have lunch on the eight floor. I'll be in my office from 13:00 to 14:30 on Friday. You can also hand it in at any time before the deadline, just come by my office or hand it in during class on Thursday.

Published Oct. 19, 2019 7:21 PM

I have now written up some solution proposals (løsningsforslag) to the exercises in latex. You can find them here. More soon! Probably tomorrow. I'll also make a proposed solution to the oblig available in less than two weeks.

Published Oct. 17, 2019 2:36 PM

Here is a tentative overview of what we've covered in class, and what we'll cover in the remaining lectures. If I have forgotten something, please send me an email.

Published Oct. 13, 2019 6:28 PM

On Thursday we'll cover sections 7.2.3, 7.3.1, and 7.3.4.

Published Oct. 11, 2019 6:22 PM

The mandatory assignment can be found on the right of this page. And here. The due date is Friday 25 October, 14:30.

Published Oct. 7, 2019 12:39 PM

Do Exercise 7.2, 7.3, 9.1, 9.2 and 9.3 in the exercise set

On Thursday we'll continue chapter 7, (sections 7.2.1-7.2.3, 7.3.1-7.3.4 are part of the curriculum).

The oblig will be made available on Friday.

Published Oct. 1, 2019 3:59 PM

There is a typo in Exercise 8.5a). It's supposed to be $X_n/n \to_p 0$, and not $\bar{X}_n \to_p 0$. Many thanks to the student who made me aware of this!

Published Sep. 30, 2019 9:46 AM

On Thursday we'll start Chapter 7 in C&B on point estimation. Sections 7.2.1, 7.2.2, 7.2.3, and all of 7.3, will be part of the curriculum.

Do exercises 14, 15 and 16 from Nils' Notes and Exercises, and the exercises in Section 8 in the exercise set.

Published Sep. 22, 2019 11:56 PM

Go to Nils' Lecture Notes and Exercises and do Ex. 6, 7, 8, 9,10, 11, 12, 13. We have done some of these exercises in class, and some of them are covered by previous exercises.

In the lecture we'll finish up Chapter 5.5 from C&B, and if time allows, start Chapter 7.

Published Sep. 18, 2019 9:41 AM

There are a few typos in exercises_STK4011_160919.pdf

Ex. 6.5 I've written f_{(a,b)} and f_{\theta} without defining \theta = (a,b).

Ex. 6.10 It should have been \theta \in (-1,1). But I don't think this makes much of a difference for the questions that follow.

Ex. 6.21 The \delta(X) on the second line should be \delta_1(X). That is, we suppose that the estimator \delta_1(X) appearing in \delta_2(X) = E_{\theta}[\delta_1(X) \mid T]  is unbiased for \theta.

If you spot errors in the exercise sets, please write me at emilas@math.uio.no

Published Sep. 16, 2019 8:47 AM

Here you can find new exercises for Thursday. All the new exercises are in Section 6. Note that some of the exercises of Section 6 have been extended since last week.

On Thursday we'll start chapter 5.5 in C&B.

I plan on posting the mandatory assignment (the oblig) 11 October, with due date two weeks later.

Published Sep. 8, 2019 9:56 PM

Here you can find new exercises for Thursday. You'll find them at the end of Section 3, in Section 6, and in Section 7.

On Thursday we'll go through the remainder of Chapter 6.2, try to catch up with the exercises, and perhaps start Chapter 5.5.