Homework #1: Due Monday, September 13, 1999

1. For the exponential family of distributions, prove equations 1.2 & 1.3 on page 12 of the text.
2. Write out the deviance function for the Normal, Poisson, binomial, and Gamma distributions.
3. Find the distribution that is conjugate for the exponential distribution,  
4. Analyze the timber data set of exercise 5 on page 170 of the text. ("Timber.dat" on course?s web page). In particular,

• Plot the data.
• Fit a linear model.
• Assess the fit of the linear model.
• Check if Box-Cox transformation is warranted.
• If you choose to transform the data, indicate what sort of difference you think it makes.