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This message may be appearing twice, we'll see -- I tried to post that we hope the exam not unreasonably unwell. The exam set, along with solution, can be found under
exam sets & obligs, 2024. 2023, 2022, 2021, 2019, 2014
Tell me if you have any queries.
We hope the firetimes exam went decently well. The set, along with solutions, can now be found under
"exam sets & obligs, 2024. 2023, 2022, 2021, 2019, 2014"
Tell me if you might have queries.
De ber?mte tillatte hjelpemidler for denne firetimerseksamen:
** One single sheet of paper with the candidate’s own personal hand-written notes. (Addendum: one single sheet of paper means bare p? den ene siden av A4-arrket. Det du monne skrive p? baksiden p? transkriberes til annet ark, som du s? l?rer utenat by heart auswendig naizust.)
** Calculator
With xx to be decided upon (within half an hour):
" This exam set contains xx exercises and comprises xx pages. Write your solutions in bokm?l, nynorsk, riksm?l, Danish, Swedish, English, or Latin. "
Mange av dere er i stand til ? skrive p? norsk (og dertil egnet m?lf?re); n?l ikke med ? anvende dette.
Nils
For today's long extended footnote, check (a) the Bolt from Heaven story in Nils-Emil, and also Exam stk4150 from 2008, Exercise 5 (which Nils produced the night after Bolt's 9.72):
https://www.mn.uio.no/math/english/research/projects/focustat/lecture-notes-and-exercises-for-various-courses-gi/exam_stk4150_2008.pdf
Today's calculation, having found & used the n = 109 5000 m races below 6:10.00, from 2005 until this weekend, is that Pr(a new world record this or the next season) = 0.057, or 5.7 percent. This is all inside stk4011 terrain, given the data and the two-parameter model for the c.d.f. of these top quality races.
This Thursday we discussed main themes from Chs 1, 2, and talked through Nils-Exam 2019. On Monday 2nd we discuss Chs 3, 4, 5, and go through Nils-Exam 2014. Also: check out, read through, reflect on, Stories (i) Odin's children; (ii) Abel Envelopes; (iii) Laptook and cooling-down of newborns. I'll provide the final version of our curriculum document.
And of course everything is "eksamensrelevant".
/studier/emner/matnat/math/STK4011/oppgaver/
1. The automachinery for the course site somehow decided in August that the last day of teaching was ... today, Thu 21 Nov. That is NOT the case: we go on!, see below, but there's no teaching Mon 25 Nov, since half of you are in Troms? with Integreat. Enjoy Nordens Paris.
2. So from Thu Nov 28 onwards, perhaps up to Thu Dec 5, we use our time to "repetere og konsolidere", via previous exam sets, a few stories, conversations about certain themes, etc.
For Thu Nov 28, do as much as you can for exam stk4011 2019, which strikes me as "relevant" -- it's a Nils exam. *And* look through things from Chs 1 and 2, where we point to to crucial things and themes, along with Questions (and Answers).
Feel free to suggest themes or questions by mail.
(i) So we're trying to use half an hour each Thursday, e.g. 12:29 to 12:59, in the Integreat Room 821, 8th floor, for "extra talking" (no new theorems and proofs), details of exercises, questions & answers, etc. It went fine today, Thu 14-xi, partly with the Master Theorem of Ch4, optimal (conditional) testing in expo families. For some of the themes we discussed, check 4.31, 4.32 (the Master Theorem itself), 4.33, Stories iv.6, iv.7.
(ii) Next week we round of Ch 7, on CDs and ccs, and start Ch 8 Light, the last chapter in the course. For Ch 7, we do 7.10, with Old Egypt lifetimes data placed on the site, and also the following: Consider the classic y_1, ..., y_n iid \N(\xi,\sigma^2). First find good clear exact CDs and ccs, for \xi and for \sigma. Then work also with the "Wilks Theorem Recipe" for these two.
Ikke rom 600, men 8de etasje, Integreat-rommet ved kaffemaskinene.
New message: something complicated with Room 600, after all, so we try ROOM 821, 8th floor, Integreat Room.
Our teaching room on Thursdays 10:15 to 12:00 is not available afterwards, but I've managed to book *Room 600*, 6th floor, for Thursdays, starting today Nov 14 onwards. So we can grab a piece of lunch and a cup of coffee and use this opportunity, either from 12:15 and half an hour, or from 12:30, if we wish.
The point is to have time for more details, Questions & Answers, going through themes from previous exercises and stories, etc. The intention is *not* to fill in with even more theorems and proofs and techniques and tools and stories from Romerriket and Old Egypt and Pushkin and Platon and Bach vs. Reger (but read more in the Nils-Emil book).
As listed in the curriculum document, the exercises to be worked through for Ch 7 are 1, 2, 3, 6, 9, 10, 12, 14.
You may also glance through Céline Cunen's "Confidence Curves for Dummies" in FocuStat's summary report (page 5 here):
https://www.mn.uio.no/math/english/research/projects/focustat/summary-report-(january-2019)/
Dennis Christensen teaches from Ch 6, Bayes, on Thursday Nov 7th. On Monday 11th, Nils does more from Ch 6, perhaps rounding off, before we do a light version of Ch 7, Confidence Distributions.
For Mon 11th and Thu 14th, do the Ch 6 exercises that Dennis didn't go through, but also, and perhaps first: Exercise 5.51 (the "we can do things", points (a), (b)), and Exam 2022 set, exercises 2, 3, 1, in more or less that order. For 5.51 (a), take p = 0.10.
There will be some *extra half hours*, for some of the Mondays and Thursday, with possibilities for more details, questions and answers, further exercises (if wished for), etc.; we come back to this after Nils' trip to the Hamburg Symposium on Climate Sciences Statistics.
Hope you all had a chance to reflect on Minister Tung's digitalforelesning last week; it's also on YouTube.
Mon Nov 4th I round off Ch 5, likelihood, KL and least false, "how to do it", a few regression models.
On Thu 7th, Dennis Christensen goes through a decent chunk of the Ch 6 curriculum, where the exercises list is 1, 2, 3, 4, 6, 8, 15, 16, 27, 28; again, much more on Bayes in the stk4021 course, so for this course this is meant to be a modest volume.
Pretty soon we'll be diving into previous exam sets and a few more Stories. Start examining exam sets from 2023, 2022, 2021. We've done 2023, 1 and 2, and the next we'll do are 2022, nos 2, 3, 1.
It's defined as obligatory for the Integreat PhDs to come to Minister Tung's lecture, which unfortunately clashes in time with our course -- so no teaching Thu 31st October. So see you all on Monday Nov 4th, with adjusted timeplan and more information.
Integreat Digitalisation Lecture 2024: Karianne Tung
Norwegian Minister of Digitalisation and Public Governance Karianne Tung holds the opening lecture on digitalisation status in Norway.
Time and place: Oct. 31, 2024 10:30 AM – 11:30, Sophus Lies auditorium.
https://www.integreat.no/events/public-events/conferences/annual-digitalisation-lecture/index.html
Probability Proofs for Stirling (and More):
the Ubiquitous Role of √2π
I think all of this is understandable for stk4011 students (whether this makes it "exam relevant" or not).
To be arXiv'd and submited to a journal in a day or two.
https://www.mn.uio.no/math/english/research/projects/focustat/publications_2/stirling11.pdf
One might statistically predict a perhaps higher correlation between the December 2024 exam set in this course, in terms of themes & style, and earlier Nils LH exam sets, compared to those composed by other lecturers. We'll also go through most of these in the course of November. So check here, for the occasions:
2023 (check also the Oblig), 2019, 2014 (both Exam Project and the firetimers).
Otherwise a good way to prepare for the December 2024 exam is to solve all 777 Exercises, and all questions for the 77 Statistical Stories, in the forthcoming Hjort-Stoltenberg book.
https://www.mn.uio.no/math/english/research/projects/focustat/lecture-notes-and-exercises-for-various-courses-gi/
a. Check the stk4011 exam set December 2023. H?yesterett October 2024 says it's ok for Nils to have used that exam set's Problem 1 in the October 2024 Oblig. But for Monday we do Problem 2, which August will do on the blackboard. Also plod ahead through the Ch 5 Exercises 1, 2, 6, 14, 15, 16, 17, 18, 23, 29, 30, 31, 42, 44, 46, 51. Gently asterisked: 2, 14, 15, 17, 42, 44.
b. For Thursday 31st, Halloween day & fagligpedagogisk dag: 09.15 –10.00: "Hvordan lyve med statistikk" (Aud. 1, VB), with Dennis Christensen. After that, Dennis is Nils Substitute for stk4011, with *Ch 6* material, Bayes, where the curriculum subset of exercises is 1, 2, 3, 4, 6, 8, 15, 16, 27, 28.
c. Nils is anderswo engagiert, singing here, 11.15 –12.30: "Tunes of Time: A musical lecture about the history of English" (Aud. 1, Sophus Bugge).
The curriculum document has been updated, as of 24-x-24, with lists of exercises for all chapters 1, 2, 3, 4, 5, 6, 7, 8. Note that these lists related to the PartOne-October2024.pdf, for Chapters 5, 6, 7, 8. There will be one more updated version, after a few more weeks, regarding the appopriate list of Statistical Stories.
Over the remaining weeks of the course we'll also sample some earlier exam sets -- more information to come soon.
On Thursday 24th I will go through aspects of the Oblig (which you know has deadline Monday 21st!).
On Mon 21-x, we first spend some time rounding off the last parts of Ch 4, with more sufficiency, copleteness, optimal conditional testing. Then we start the important Ch 5, on likelihood theory, the last very-important-part of the course -- after this we'll have somewhat light versions of Chs 6, 7, 8. Key words for Ch 5 are likelihood, maximum likelihood estimators, Kullback-Leibler, normal approximations, Wilks theorems, applications of these tools.
For this week we plod ahead with the list of exercises given on the curriculum list: Exercises 1, 2, 6, 14, 15, 16, 17, 23, 28, 29, 30, 41, 43, 45, 50.
I've uploaded an updated PartOne, namely PartOneAgain.pdf, as of 18-x-2024. Both versions, PartOne of mid August and PartOneAgain of mid October, will be retaind at the course website.
The changes are not big, and ind...
Oblig!, deadline is Monday October 21.
This week we're rounding off Ch 4, with key words testing, power, Neyman-Pearson, sufficiency, factorisation theorem, uniformly most powerful tests, conditional testing. Certain methods work particularly well for the exponential family class.
The "gently asterisked" subset of exercises for Ch4 is 1, 2, 5, 7, 16, 18, 24, 25, 26, 32, 34, 41. There will soon be an updated version of the curriculum document.
Nils is anderswo engagiert, as it turns out, so Emil Stoltenberg will teach Thursday October 10 (10-12). The topics are inside Ch 4, so a bit of testing and a bit of Neyman-Pearson and then attention on sufficiency and the factorisation theorem. Nils is teaching as usual next week, with the rest of Ch 4.
Otherwise, happy work with the Oblig.
A generation of Norwegian statisticians and actuarial science people grew up learning the basics from Erling Sverdrup's then famous Lov og tilfeldighet, I & II (these two were enough for four-five courses). The sentence above, which I hope I recall correctly, is from Sverdrup's Bind I, when explaining what hypothesis testing is about.
The lecture today is cancelled due to a doctor's appointment.
We've rounded off Ch 3. There will be approx 2 exercises related to order statistics: (i) the Oblig 2023 no. 1; (ii) Story i.v, about 548 boys and 481 girls born at Rikshospitalet in Oslo, and their birthweights.
Thanks to Vilde U who told us about n = 700,000 necessary for the empirical kurtosis to be inside [5.80, 6.20], with data from the exponential; she's right (as I found out), check R script com351c. You may fiddle a bit with that code to check sample kurtosis from other distributions, and for many such the convergence to true kurtosis is drastically faster; it's slow here, since the tail is heavy and the kurtosis big.
Now two weeks for Ch 4, with approximately these exercises: 1, 2, 3, 4, 5, 7, 8, 9, 12, 16, 18, 24, 25, 26, 27, 29, 32, 34, 35, 41. Gently asterisked: 1, 2, 5, 7, 16, 18, 24, 25, 26, 32, 34, 41.
Sigurd does 4.3.
Oblig comes: from Oct 7 to Oct 21.
We've started Ch 3, where the tentative subset of exercises is 1, 2, 4, 5, 6, 7, 8, 9, 11, 12, 15, 16, 17, 18, 24, 27, 30, 31, 32, 34. On Thu Sept 26, Maham I does 3.9, on Mon Sept 30, Carl Fredrik A does 3.8. Key words in front of us are: (i) confidence; (ii) large-sample theory of Ch 2 to help us to aproximate confidence intervals; (iii) order statistics basics; (iv) moment estimators; (v) multiple linear regression.
On Mon Sept 30 we first do the New Haven Story iv.1, with linear regression used also for prediction. The Oblig, from Oct 7, will have something half-similar. Note the R script com105a, with New Haven analysis (and note that even though b is clearly significant positive, predictions for start - 5 years and end + 5 years have a big overlap).
I define 3.8 and 3.12, done by Carl Fredrik and Vilde, as important, since it's "not easy, not too hard, various details, and instructive". Then we round off Ch3 with (ii), (iii), (iv) from the ...
We've been more or less through the Handball story (Who wins?, v.6) and the Football story (the Turn-around operation, v.7). After having started Ch3, with the basics of the linear regression model, including prediction, work through as much as you can for Stories iv.1 (New Haven temperatures) and iv.3 (How special are You?).
The Irelevant curated datasets are now on the course site -- the first, newhaven_data, temperatures and years; the second. sleep14, weight-of-body and weight-of-brain for 56 mammals.
Here's another probability proof of Stirling's 1730 formula, which I stumbled upon yesterday. Let X_n be gamma(n,1). Then Z_n=(X_n-n)/\rootn tends to Z, the standard normal. Work a bit with the mean of Trunc(Z_n), and see that it is \rootn e^(-n) n^n/n!. Which has to tend to the mean of Trunc(Z), 1/\sqrt{2 \pi}. End of proof.
https://www.facebook.com/groups/1589206911336271/posts/3853571988233074/
So perhaps a subset of the December 2024 exam questions might have been mentioned or pointed to earlier in the FocuStat group.