**A** long-winded X validated discussion on the [textbook] mean-variance conjugate posterior for the Normal model left me [mildly] depressed at the point and use of answering questions on this forum. Especially as it came at the same time as a catastrophic outcome for my mathematical statistics exam. Possibly an incentive to quit X validated as one quits smoking, although this is not the first attempt…

## Archive for final exam

## I’m getting the point

Posted in Statistics with tags Bayesian statistics, Bayesian textbook, conjugate priors, cross validated, final exam, StackExchange, teaching on February 14, 2019 by xi'an## exam question

Posted in Kids, Statistics, University life with tags Bernoulli, Bernoulli factory, biased coin, cross validated, final exam, log-normal distribution, Monte Carlo methods, pseudo-random generator, random simulation, Université Paris Dauphine on June 24, 2016 by xi'an**A** question for my third year statistics exam that I borrowed from Cross Validated: no student even attempted to solve this question…!

And another one borrowed from the highly popular post on the random variable [almost] always smaller than its mean!

## done! [#1]

Posted in Kids, pictures, University life with tags Bayesian Analysis, final exam, grading, mathematical statistics, multiple answer test, statistics exam, undergraduates on January 16, 2016 by xi'an**A**fter spending a few hours grading my 127 exams for most nights of this week, I am finally done with it! One of the exam questions was the simulation of XY when (X,Y) is a bivariate normal vector with correlation ρ, following the trick described in a X validated question asked a few months ago, namely that

XY≡R{cos(πU)+ρ}

but no one managed to establish this representation. And, as usual, some students got confused between parameters θ and observations x when writing a posterior density, since the density of the prior was defined in the exam with the *dummy* x, thereby recovering the prior as the posterior. Nothing terrible and nothing exceptional with this cohort of undergraduates. And now I still have to go through my second pile of exams for the graduate course I taught on Bayesian computational tools…

## post-grading weekend

Posted in Kids, pictures, Statistics, University life with tags Bayesian statistics, copies, final exam, grading, mathematical statistics, MLE, Université Paris Dauphine on January 19, 2015 by xi'an**N**ow my grading is over, I can reflect on the unexpected difficulties in the mathematical statistics exam. I knew that the first question in the multiple choice exercise, borrowed from Cross Validation, was going to be quasi-impossible and indeed only one student out of 118 managed to find the right solution. More surprisingly, most students did not manage to solve the (absence of) MLE when observing that n unobserved exponential Exp(λ) were larger than a fixed bound δ. I was also amazed that they did poorly on a N(0,σ²) setup, failing to see that

and determine an unbiased estimator that can be improved by Rao-Blackwellisation. No student reached the conditioning part. And a rather frequent mistake more understandable due to the limited exposure they had to Bayesian statistics: many confused parameter λ with observation x in the prior, writing

instead of

hence could not derive a proper posterior.