Aktuell information - current information
On this page we will give information on what has been treated during
the lectures, time and room changes and computer exercises e.t.c.
Lecture information
2011-05-16 GE: 17.4-17.6
Gibbs sampler, Ising Model
2011-05-13
McMC: Reversible jumps
pdf
2011-05-11
McMC: Metropolis-Hastings on continuous spaces
pdf
2011-05-09
McMC: Metropolis-Hastings on discrete spaces
pdf
2011-05-06
Model choice III: GE 16.8 AIC, -16.9. BIC
least squares.pdf
2011-05-04
Model choice II: GE 16.5-16.7. Q_PRED , Crossvalidation, Model choice bias.
least squares.pdf
2011-05-02
Model choice I: GE 16.1-16.4.
2011-04-28
Tolerance intervals intervals (k-factor) for normal distribution, bootstrapped content correction.
pdf
Bayesian statistics
pdf
2011-04-27
Bootstrap percentile intervals for a parameter. Percentile interval lemma. BC-alpha.Chapter 13 in GE.
Tolerance intervals and prediction intervals
pdf
2011-04-15
Bootstrap confidence intervals for a parameter based on a pivotal variable. Variance stabilization. Chapter 12:1-12.5 in GE.
2011-04-14
Estimation of standard error by delta method. Rest of Ch. 11: Bootstrap consistency. Vector representation excluded this time.
2011-04-13
Rest of Ch. 10: bootstrap of AR(1)
- Transparencies about AR(1)
pdf
- Bootstrap of AR(1) and Matlab
pdf
Statistical functionals and the influence function
2011-04-07
Rest of Ch. 9: Jackknife, pseudovalues, jackknife biasestimate Ch. 10 Bootstrap of regression parameter b
- Transparencies about regression
pdf
- Bootstrap of regression and Matlab
pdf
2011-04-06 Chapter 8: bias and unbiasedness. Bootstrap estimate of bias.
Bias and bootstrap bias estimate for the plug-in estimate of variance. Bootstrap bias corrected
estimates, an exact calculus for median (of Exp(1)). Chapter 9.1-9.4: Jackknife, thm.9.1,
Manipulating sums
pdf
2011-04-04 Chapter 6 in GE:
Chapter 7.3: 7.3.1. Bootstrap distribution of the median. The exact bootstrap distribution, the exact bootstrap standard error of the median.
The order statistics for the exponential distribution
pdf
7.4.2.: Variance of the median for I.I.D.- samples of the exponential distribution.
Chapter 8: bias and unbiasedness. Bootstrap estimate of bias. Bias and bias estimate for the plug-in estimate of mean.
2011-04-01 Chapter 6 in GE:
Bootstrap confidence intervals for a a scale parameter. Chapter 7: 7.2.1. Bootstrap of mean and
estimation of standard error of mean. 7.2.2. Parametric bootstrap. 7.4: Bias of the bootstrap standard error.
2011-03-30 Chapter 5 in GE:
Bootstrap gives a new probability space, bootstrap variables, bootstrap sample, bootstrap hypothesis, parametric bootstrap.
Examples of bootstrap: skew normal distribution, its mean, variance, skewness and kurtosis, simulation, estimator a parameter, bootstrapping the estimator. Law school data.
- Skew-normal
distribution: first properties
pdf
- Bootstrap analysis of the estimator for the parameter in a skew-normal
distribution
pdf
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2011-03-28 Chapter 4 in GE:
Bootstrap as a new probability space, bootstrap hypothesis, bootstrap sample, non-parametric, parametric bootstrap. Example: standard error of the estimator
of theta in Be(theta).
Bootstrap in Matlab. The number different of bootstrap samples, a formula of combinatorics.
- Bootstrap analysis of example 4.3.1.
pdf
- Scale parameter
pdf
2011-03-25
Chapter 3.2 - 3.6 in GE: empirical distribution, plug-in estimator, examples of plug-in estimators, bias of an estimator, standard errorof an estimator, distributions of estimators, confidence intervals and pivotal variables.
2011-03-23
Chapter 2 in GE: The inverse method of generation of random numbers, Box-Muller, Simulation of multivariate normal random variables. Estimation of the coefficient of correlation, Fisher's variance stabilization. Chapter 3.1 in GE: Statistical inference, nuisance parameters, pivotal variables.
- AUXILIARY NOTES ON THE MULTIVARIATE NORMAL DISTRIBUTION
pdf
2011-03-21
Introduction and overview of the course. Start with chapter 2 on
simulation. Linear congruence generators and randomness. Tests of randomness.
- RANDOM GENERATORS AND TESTS OF RANDOMNESS
pdf
- TESTS OF RANDOMNESS
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