STA413 Assignment 9
Please read Section 6.1. Theorem 6.1.2 is called the Invariance Principle, and will be useful in some of the homework problems, though it will not be presentd in lecture. Theorem 6.1.3 and the Corrolary (consistency of the MLE) are true under the stated conditions, but the proof in the book is inadequate, and a good proof is too technical for this class. Note that as usual, the problems are practice for the final exam, and are not to be handed in.
The assignment is to do problems 6.1.1, 6.1.2, 6.1.3, 6.1.5, 6.1.6, 6.1.9 and 6.1.13. For 6.1.13, don't bother to try providing a formula for the MLE. Just do it for the data of problem 6.1.8 (which is not assigned). Your answer to the question is a single number -- either 1 or 2. Please show some work.