Exercises A

Statistical Inference - Ph.D. in Economics, Statistics, and Data Science

Author

Affiliation

Tommaso Rigon

Università degli Studi di Milano-Bicocca

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Preliminaries

Davison (2003), Problem 2, pag. 156

Davison (2003), Exercise 8, pag. 109

Casella & Berger (2002), Exercise 7.6

Davison (2003), Problem 11, pag. 159

Casella & Berger (2002), Exercise 7.10

Risk, losses, Bayes estimation, and shrinkage

Casella & Berger (2002), Exercise 7.62

Casella & Berger (2002), Exercise 7.63

Casella & Berger (2002), Exercise 7.65

Davison (2003), Problem 2, pag 636

Unbiasedness and efficiency

Davison (2003), Problem 1, pag. 156

Casella & Berger (2002), Exercise 7.44

Casella & Berger (2002), Exercise 7.46

Casella & Berger (2002), Exercise 7.48

Casella & Berger (2002), Exercise 7.57

Casella & Berger (2002), Exercise 7.66

Asymptotics

Casella & Berger (2002), Exercise 10.9

Davison (2003), Exercise 5, pag. 125

Davison (2003), Exercise 5, pag. 149

Young and Smith (2008), Exercise 8.10, pag. 139

Robustness

Davison (2003), Exercise 2, pag. 324

Recalling that

Davison (2003), Exercise 6, pag. 325

Recalling that

Recap (ITA)

These exercises are taken from the book by Adimari and Pauli (2012). They are in italian, but hopefully you can understand them. If not, just upload the picture on ChatGPT.

Adimari & Pauli (2012), Exercise 12

Adimari & Pauli (2012), Exercise 28 (You can skip point a.)

Adimari & Pauli (2012), Exercise 56

Adimari & Pauli (2012), Exercise 58

Adimari & Pauli (2012), Exercise 70