Homework 1, Statistics 550, Fall 2008

This homework is due Friday, September 12th by 5 p.m. You can put it in my mailbox in
the statistics department on the fourth floor of Huntsman Hall if you do not hand it in
during class on Thursday

1. Bickel and Doksum, Problem 1.1.1, page 66-67.

2. Bickel and Doksum, Problem 1.1.3, page 67.

3. Bickel and Doksum, Problem 1.1.5, page 68.

4. Bickel and Doksum, Problem 1.1.9, page 69.

Note: The model in this problem is the Gaussian linear regression model of Section
1.1.4 [see (4) on page 10]. The problem tells us under what conditions the
coefficient vector ( b1 ,K , b p ) in the Gaussian linear regression model is identified.