Index of /~pokar/TeoriaDecyzjiStatystycznych

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[TXT] exam1.txt               08-Mar-2012 16:30  1.0K

16.30, 8.03.12. Wyniki sa w http://www.mimuw.edu.pl/~pokar/TeoriaDecyzjiStatystycznych/exam1.txt
Konsultacje dzisiaj do 21szej i jutro od 12.30 . Jutro ok 15tej wystawie oceny i zaniose protokol do dziekanatu.

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9.05, 9.03.12 Przepraszam, spozniam sie z rozwiazaniami. Mam nadzieje, ze dzisiaj do 18tej sprawdze.

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16:35. 31.01.12. I plan to organize an additional exam on the beginning of the next semester. As the promotion of the lecture it will be treated as the first term. Everybody is welcome.

Solutions:
1: Klotz, pages 199-200.
2: Klotz, pages 182 and 187.
3: Klotz, pages 241-243 (similar example).
4: Gauss-Markov theorem from my lecture.

14:00. 31.01.12. Results of the exam are in:
http://www.mimuw.edu.pl/~pokar/TeoriaDecyzjiStatystycznych/exam1.txt

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P R O B L E M S

1-3. Compute a-posteriori distributions and Bayes estimators for the following distribution families with conjugate priors:
binomial,
multinomial,
Poisson,
normal.
see: http://www.mimuw.edu.pl/~pokar/Library/ModelSelection/BayesIntro/WalshBayesIntro.pdf

4-5. Compute the maximum likelihood estimators and information matrices for the following distributions:
multinomial,
bivariate normal.

6. Compute the likelihood ratio test of independence for a contingency table.

7. Compute the likelihood ratio test of equality of variances for two normal samples.

8. Derive the minimum variance unbiased estimators for the linear normal model.