ST758 -- Fall 2011

  Homework #4 -- due Thursday, 13 October 2011
   
  Exercises in Textbook: (*just turn in these)

   5.36, 5.37
   
   6.15
   6.25*(modified) Compute the SVD of X and X+E for 3 different sizes
    of 'small' matrix E and see if the changes in singular values 
    matches the results of (6.7.4).  Use the Longley data again for X, 
    with intercept and six covariates.  Also,the first (intercept) and
    last (year) column of E should be all zero.

   7.8* Demonstrate that your function works using (7.7), then put your 
    function code is a separate file (appropriately named).

   8.3, 8.7, 8.8, 8.9
   8.13* Do (a),(b),(c),(g) and (h); (d), (e), and (f) are optional.
    g) Write a function taking a vector of data Xi are its argument
    and return a function to compute either f(mu) or f'(mu).
    (See 'finder.r' for examples 'dllikex' and 'llikex'.)
    h) Using the eight data values below, find the value of mu that 
    either minimizes f(mu) or is a root of f'(mu).
      x = (225, 215, 209, 175, 163, 135, 153, 125)' 

  New one:
   *1*) Using your function from (7.8), find the .10, .05, and .01, 
   percentile points of the distribution for m=35.