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Brett Presnell
Associate Professor
225 Griffin-Floyd Hall
(352) 392 1941
FAX: (352) 392 5175
presnell@stat.ufl.edu

Office Hours
Office Hours
MWF: 2:00pm–2:50pm

# STA 7334: Assignments

AS = Asymptotic Statistics by A. W. van der Vaart

Assignment 1 (Due Friday, Sep 24, by Noon)
• Do exercises 2.3, 2.4, and 2.5 of the course notes, plus exercises 2.16 and 2.17 of AS. In case the numbers change, here is a copy of the exercises at the time this assignment was made.
Assignment 2 (Due Friday, Oct 1, by Noon)
• Exercises 2.12, 3.1, 3.4, and 3.8 of AS.

Note: the second part of AS 3.8, concerning the expectation of 1/|Xbar|, is false as stated for n = 1. It is true for n > 1, but is still somewhat difficult to prove. To make things easier, rather than assuming that the density f is bounded and strictly positive in a neighborhood of zero, assume that f is bounded away from zero in a neighborhood of zero, i.e., that there exists an eta > 0 and a delta > 0 such that f(x) > eta for all x with absolute value less than delta (this would be true for example if f was positive and continuous at zero). With these hypotheses E(1/|Xbar|) is infinite for all n >= 1.

Assignment 3 (Due Friday, Oct 29, by Noon)
• Do exercise 5.13 of AS.
Assignment 4 (Due Tuesday, Nov 16)
• Do exercises 5.1 and 5.2 of AS.
Assignment 5 (Due by noon, Tuesday, Dec 14)