Problem Sets

Problem sets are due roughly every other Friday, and consist of derivations that apply course concepts in novel settings, proofs that extend and deepen your understanding, and (occasionally) questions that challenge you to conduct simulations to support your mathematical understanding. Problem sets must be typed using LaTeX, and simulations (when required) must be done using R (Markdown or otherwise). You may choose to type all of your problem sets using a combination of LaTeX/RMarkdown if you wish.

The links below will be updated as each Problem set becomes available!

• PS1: Probability & MLEs (pdf) (tex), due 2/14
  • For Prob Review 6, you may assume without proof that \(f(x,y)\) is 1-1 and onto!
• PS2: More MLE & MOM & Properties of Estimators (pdf) (tex), due 2/28
  • For MOM 2, remember that \(\Gamma(n) = (n - 1)!\)
  • For Properties 3, \(W_i\) are independent
• PS3: More Properties & Consistency (pdf) (tex), due 3/14
• PS4: Asymptotics (pdf) (tex), due 4/4
  • For 1b, it should say “Problem 2 on PS3”
• PS5: Hypothesis Testing & Bayesian Inference, due 4/18
• PS6: Decision Theory & Computation, due 4/25