Exercises for Statistical Theory and Modelling, 7.5 hp

The course builds on mathematical and statistical concepts that you need to train on by solving many exercises.

Schedule

The course schedule can be found on TimeEdit.

Literature - problems

The exercise numbers below uses the numbering in the course book (denoted by MSA below):
Wackerley, Mendenhall and Scheaffer (2021). Mathematical Statistics with Applications, 7th edition, Cengage.

Note: Problems in the book marked with Applet exercises should be solved with the Observable widgets for the course.

Exercise contents

Exercise 1 - Differentiation, optimization and integration.
Problems: MSA X.X, Y.Y, …

Exercise 2 - Discrete random variables.
Problems: MSA 3.1, 3.9, 3.12, 3.33, 3.39, 3.40, 3.92, 3.93, 3.94, 3.122, 3.124, 3.125, 3.167

Exercise 3 - Continuous random variables.
Problems: MSA 4.9, 4.11, 4.12, 4.14, 4.20, 4.30, 4.71, 4.84, 4.85, 4.88, 4.105a. 4.109, 4.110, 4.114a-d, 4.115, 4.121, 4.128

Exercise 4 - Joint and conditional distributions.
Problems: MSA X.X, Y.Y, …

Exercise 5 - Transformation of variables.
Problems: MSA X.X, Y.Y, …

Exercise 6 - Maximum likelihood estimation.
Problems: MSA 9.80, 9.81, 9.83,

Exercise 7 - Linear algebra. Linear regression in matrix form.
Problems: MSA X.X, Y.Y, …

Exercise 8 - Time series
Problems: MSA X.X, Y.Y, …