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October 20, 2008

improved hint on Problem 1

If you are having MATLAB trouble with the Student-t quantile, this version will accept vectors in the first argument and converges a bit quicker by starting at the normal quantile.

Q=@(u,nu)arrayfun(@(u)fzero(@(x)u-...
    betainc((1+sign(x)./sqrt(1+nu./x.^2))/2,nu/2,nu/2),...
    sqrt(2)*erfinv(2*u-1)),u);

October 17, 2008

Assignment 2 due Friday (not Wednesday)

In case you were not at the session on Wednesday, the second (and final) assignment for my Fall module is due next Friday, October 24, at the beginning of the seminar at 5:30 in VinH 16.
Contact me if you need a copy of the assignment.

October 1, 2008

MLE example

The solution to this evening's MLE example is in the docs folder.