STA 3000 - Advanced Theory of Statistics (Sept 2009 - Apr 2010)

This is the core course on statistical theory for PhD students in statistics, along other grad students who have the appropriate background. Students should have previous exposure to mathematical statistics, such as STA 2112 and STA 2212, along with a background in probability, such as STA 2111 and STA 2211 (which may be taken concurrently with STA 3000).

Notes: The first test will be held in class on October 30. We will have lectures on November 12 & 13, even though the undergrads have a break then. The last lecture is December 4. The second test is tentatively scheduled for December 10, from 11:10am to 1:00pm (I'll check next lecture whether this is OK).

Instructor for first half: Radford Neal, Phone: (416) 978-4970, Email: radford@stat.utoronto.ca

Instructor for second half: Fang Yao

Office hours for first half: Wednesdays, 2:10pm to 3:00pm, in SS 6016A.

Lectures for first half:

Thursdays, 10:10am to 11:30am in WE 69
Fridays, 1:10pm to 2:30pm in SS1080
Last class is Friday, December 4

Textbook:

D. R. Cox and D. V. Hinkley, Theoretical Statistics.
You should now have read Chapters 1, 2, 3, and 10.

Evaluation for first half:

Two tests, 18% each
Four assignments, 8% each

Assignments:

Assignment #1: Postscript, PDF.

Tests:

Here are the test papers for previous tests, just for your information:
Test #1: Postscript, PDF.

Study Questions:

Set #1: Postscript, PDF.
Set #2: Postscript, PDF.