STA 3000 - Advanced Theory of Statistics (Sept 2003 - Apr 2004)

NOTE: Class is now 9-11am on Tuesdays.

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 for first half: Radford Neal, Phone: (416) 978-4970, Office: SS6016A, Email:

Office hours for first half: Mondays 10:30-11:30.

Instructor for second half: Nancy Reid

Lectures for first half:

Tuesdays 9:10am to 11:00am and Thursdays 10:10am to 11:00am, from September 9 to December 4. Held in Ramsey Wright (RW), Room 141.

Lectures for second half:

Fridays 9:10am to 12:00 noon, from January 9 to April 2, except Reading Week (February 20).

Course Texts:

M. J. Schervish, Theory of Statistics. See the author's web page for corrections to the text.
D. R. Cox and D. V. Hinkley, Theoretical Statistics. Here are some corrections to the text.

Sections of texts to read so far:

Cox&Hinkley, Chapter 1
Schervish, Sections 1.1-1.4
Cox&Hinkley, Chapter 2
Shervish, Sections 2.1-2.2
Cox&Hinkley, Sections 10.1-10.4
Schervish, Section 8.1.1
Cox&Hinkley, Sections 11.1-11.8
Schervish, Sections 3.1-3.2


Two one-hour tests in middle of each term, 9% each
Two two-hour tests at end of each term, 17% each
Assignments, tentatively six, worth 48%