STA 260: Probability and Statistics II

University of Toronto Mississauga, Spring 2020

Instructor: Jerry Brunner

Histogram of STA 260 Final Exam Scores 

> summary(Final)
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
   2.00   34.00   50.00   49.71   64.00   96.00

Test Solutions

Syllabus

Formula Sheet

Assignments

  1. Assignment One: Mostly review. For Quiz 1 (Week of Jan. 13) and Term Test 1.
  2. Assignment Two: Unbiased estimation and consistent estimation. For Quiz 2 (Week of Jan. 20) and Term Test 1.
  3. Assignment Three: Confidence intervals, Part 1. For Quiz 3 (Week of Jan. 27) and Term Test 1.
  4. Assignment Four: Confidence intervals, Part 2. For Quiz 4 (Week of Feb. 10) and Term Test 2.
  5. Assignment Five: Method of Moments, Least Squares and Maximum Likelihood. For Quiz 5 (Week of Feb. 24) and Term Test 2.
  6. Assignment Six: Hypothesis Testing Part One. For Quiz 6 (Week of March 2) and Term Test 2.
  7. Assignment Seven: Hypothesis Testing Part One, continued. For Quiz 7 (Week of March 16) and the final exam.
  8. Assignment Eight: Hypothesis Testing Part Two: Likelihood Ratio Tests. For the final exam.
  9. Assignment Nine: Bayesian Statistics. For the final exam.
  10. Assignment Ten: Sufficient statistics, Cramer-Rao lower bound, CLT for MLE. For the final exam.

Lectures

  1. Unbiased estimation and consistent estimation
  2. Confidence intervals: Part 1
  3. Confidence intervals: Part 2 (Based on random samplng from a normal distribution)
  4. Method of Moments and Least Squares Estimation
  5. Maximum Likelihood Estimation Part One
  6. Hypothesis Testing Part One
  7. Hypothesis Testing Part Two: Likelihood Ratio Tests
  8. Bayesian Statistics
  9. Using R as a calculator (on the final exam)
  10. Optimal Frequentist Estimation (Sufficiency and minimum variance)

Readings

  1. Chapter from an old book.
  2. Probability and Statistics: The Science of Uncertainty (2nd edition) by Evans and Rosenthal.

Lecture Videos

All course materials prepared by Jerry are licensed under a Creative Commons Attribution-ShareAlike 3.0 Unported License. Links to the source code appear above, except for the videos of course.