Challenge questions

Not for grades!

These are not essential for learning the material and can be skipped without affecting your grade. If you successfully solve one set of problem, a week of participation activity will be waived (it does not have to be the same week you submit the challenge question). Submit your answer at any time. I will not post solutions for the challenge questions.

After doing Exercise 2 consider the following problem:

1. Write a function that takes as input posterior_probabilities and builds the highest probability set for any \(\alpha\in[0,1]\).
2. Report a \(75\%\) highest probability set, making sure that the posterior probability of the set you return does not fall below \(75\%\).