(STA 2112F, Fall 2000)

Time and place: Thursdays, 9:00 a.m. - 12:00 noon. Lash Miller, room 123.
First class September 14; last class December 7.

Instructor: Professor Jeffrey S. Rosenthal, Department of Statistics, University of Toronto.
Office hours Thursdays 2:00-3:30, or after class, or by appointment, or any other time you can find me. Sidney Smith Hall, room 6024; phone (416) 978-4594; contact me;

Textbook: Mathematical Statistics, by K. Knight (Chapman & Hall / CRC Press, 2000).
This textbook may be ordered directly from the publisher (5-day delivery, U.S. $49.95 plus $5.95 shipping): on-line at, by e-mail to, or by phone at 1-800-272-7737. (It is also available from or

Course Outline: This course provides a solid mathematical foundation for statistical inference procedures. We will review Chapters 1, 2, and 3 of the textbook, and then cover Chapters 4 and 5 (and 6 as time permits) in detail. Specific topics to be covered include probability theory and random variables; random variable convergence theorems; sufficiency; point estimators; maximum likelihood estimation; and asymptotic theory.

Other possible references:
* G. Casella and R.L. Berger, Statistical inference (Wadsworth and Brooks, 1990).
* E.L. Lehmann, Theory of point estimation, 2nd ed. (Springer, 1998).
* P.J. Bickel and K.A. Doksum, Mathematical statistics: basic ideas and selected topics (Holden-Day, 1977).

Prerequisites: Undergraduate-level understanding of probability theory, statistical theory, multivariable calculus, basic linear algebra, and basic real analysis. (See background references.)

* Homework (39%) (probably three fairly long assignments). (See homework #1, homework #2, homework #3.)
* Quizzes (30%) (tentatively scheduled for 11:10 a.m. on Oct. 12, Nov. 9, and Dec. 7).
* Class participation (31%) (requires attending and paying attention in class; answering questions posed in class; asking questions in class; commenting on the lecture material; summarising previous lecture material at the start of each new lecture; etc.).

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