$30
1. Evans & Rosenthal: 4.3.13
2. Evans & Rosenthal: 4.4.19
3. Evans & Rosenthal: 4.5.15
4. The file ‘Prob4 data.txt’ contains 50 observations from a Gamma distribution with unknown parameters α and β.
(a) Plot a histogram of the data and overlay the respective density curve.
(b) Compute the Method of Moments estimates of the parameters, α̂ and β̂.
(c) Generate 1000 new samples from your data and compute the Bootstrap Mean, standard errors, and 95% confidence intervals of the parameters and compare them against your results from part (b).
5. Evans & Rosenthal: 5.4.12
6. Evans & Rosenthal: 5.5.18
7. Evans & Rosenthal: 6.2.17
8. Evans & Rosenthal: 6.2.25
9. Evans & Rosenthal: 6.3.22
10. Evans & Rosenthal: 6.4.17