STA 261S: Probability and Statistics II (Spring, 2004)

This course is a sequel to STA257H, giving an introduction to current statistical theory and methods. Topics include: estimation, testing, and confidence intervals; unbiasedness, sufficiency, likelihood; simple linear and generalized linear models.

Course web page: Check here for updates, announcements, etc. See also the weekly schedule and homework, computing information, tutorial rooms, office hours, lecture notes (pdf), Test #1 solutions (pdf), Test #2 solutions (pdf), and Final Exam solutions (pdf).

Instructor: Professor Jeffrey S. Rosenthal, Department of Statistics, University of Toronto
Sidney Smith Hall, room 6024; phone (416) 978-4594;; 'jeff' at '' Office hours Thursdays 2:30-3:30 or by appointment.

Lectures: Mondays 3-5 and Wednesdays 3-4. First lecture Jan 5. Last lecture April 7. No classes week of Feb 16-20 (Reading Week). Location is Room 200, Brennan Hall, St. Michael's College, 81 St. Mary Street. (Building "BR" on campus map.)

Tutorials: Wednesdays 4-5. See the tutorial rooms. First tutorial Jan 14. Last tutorial April 7. No tutorial Feb 18 (Reading Week).

If you have questions: You should first check the course discussion forum to see if your question has already been answered. If not, then either post the question to the forum yourself, or ask your T.A. during tutorial, or if all of the above methods fail then you may ask the instructor.

Textbook: Probability and Statistics: The Science of Uncertainty, by M.J. Evans and J.S. Rosenthal (W.H. Freeman, 2003). [The same textbook as for STA 257F in Fall 2003.] Available from U of T bookstore, or from the publisher. See also the selected answers file and the authors' errata page.

Syllabus: We will cover Chapters 6 and 10, plus parts of Chapters 5, 7, and 9.

Prerequisites (required!): STA 257H, and MAT 135/137/157Y, and co-requisite MAT 235/237/257Y.

Evaluation: Test #1 (25%), Test #2 (25%), Final Exam (50%). Tests will be Wednesdays 3-5 on February 11 and March 24. The Final Exam will be three hours long, from 9:00 a.m. to 12:00 noon on Monday May 3, in University College, East (surnames A-Li) and West (surnames Ll-Z) Halls. You must bring your TCard to the tests and exam. The tests and exam will be designed to test your understanding of the material. As such, they may ask you to provide computations, proofs, explanations, examples, etc., The questions will be related to the topics covered in class, but will not necessarily duplicate material already covered (i.e. you will have to think on the tests, not just memorise). See also the related policies.

Homework: Each week the instructor will update the weekly list of topics and sections and recommended homework. The homework questions will be discussed in tutorial the following week. They are not to be handed in, but it is strongly recommended that students do the homework each week to gain understanding.

Computing: Some homework questions may involve statistical computing. This computing is optional, but is recommended to increase understanding. It may be done either on CQUEST or on the student's own computer. More details are available here.

Conduct in class: Teaching such a large class requires cooperation from the students. In lectures and tutorials, students are expected to switch off cell phones and pagers, and to refrain from making noise or otherwise interfering with the learning. Students are also encouraged to participate in class where possible, by answering the instructor's questions and asking questions of their own.

This document is available at