STA 355: Theory of statistical practice

Wenlong Mou, Department of Statistical Sciences, University of Toronto, Fall 2025

Description

Time: Fridays 5pm – 8pm

Office hours: Tuesdays 2pm – 3pm on Zoom (link will be provided in Quercus) for the instructor; TA office hours will be announced on Quercus.

Teaching assistants: Rosa Fallahpour, Yichen Ji, Daiqing Wu

STA355H1 provides a rigorous introduction to the theory of statistical practice, bridging the 200-level introductory courses and advanced topics. The course will enable students to read methodological research articles or articles with a large methodological component. Both methodologies and models will be covered. Methodological topics include bootstrapping; parametric estimation and inference, maximal likelihood estimation; hypothesis testing; Bayesian inference and decision theory. Topics on models include linear regression, generalized linear models, and nonparametric regression. The course will also cover the basics of asymptotic theory.

Announcement

First lecture starts on September 5, 2025.

Textbook

All of Statistics by Larry Wasserman.

Grading

2 homeworks, 1 mid-term exam during class, and 1 final exam.

The raw final grade will be calculated as: 30% * homework + max(30% * midterm + 40% * final, 70% * final).

In particular, if you miss the midterm exam, the portion will be automatically allocated to the final exam.