# STA 3000 - Advanced Theory of Statistics (Sept 2002 - Apr 2003)

This is the core course on statistical theory for PhD students, along
with MSc 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).
**Instructor:**
Radford Neal, **Phone:** (416) 978-4970, **Office:** SS6016A,
**Email:**
radford@stat.utoronto.ca

**Office Hours:** Thursdays, 2:10-3:30.

**Lectures:**

Mondays from 3:10pm to 5:00pm and Thursdays from 11:10 to 12:00, in WE 75.

From September 9 to December 5, except for Thanksgiving (October 14), and

from January 6 to April 10, except for Reading Week (February 17-21).

**Course Text:**

M. J. Schervish, *Theory of Statistics*.
See the
author's
web page for corrections to the text.

**Evaluation:**

Homework assignments, 45%.

Three two-hour tests, each worth 15%, tentatively Nov. 11, Feb. 24, Apr. 7.

Class participation and presentations, 10%.

### Readings

We will probably cover Sections 1.1-1.4, 2.1-2.3, 3.1-3.2, 4.1-4.6, 5.1-5.2,
7.1-7.5 of the text, plus some research papers that I will distribute. Here
are the week-by-week readings:
Weeks 1-2: Read 1.1-1.4, 8.1.1, 8.2.1.

Weeks 3-7: Read 2.1-2.2.

Weeks 8-13: Read 3.1-3.2.

Weeks 14-17: Read 4.1-4.6.

Weeks 18-22: Read 5.1-5.2, 2.3.1.

Weeks 23-26: Read 7.1-7.5.

### Homework problems

Problem set 1, due in class **September 30**: Chapter 1 exercises 8, 14,
16, 17, 26.

Problem set 2, now due in class **October 21**: postscript, pdf.

Problem set 3, due in class **October 31**: postscript, pdf.

Problem set 4, due in class **December 5**: postscript, pdf.

Problem set 5, due in class **February 13**: postscript, pdf.

Problem set 6, due in class **March 24**: postscript, pdf.

Some non-credit exercises from the book: Chapter 7,
exercises 4, 12, 21, 29, 42.