Probability

2026-10-22

Solutions to Casella & Berger’s Statistical Inference

Worked solutions to all 624 exercises in Casella & Berger's Statistical Inference (2nd edition) — probability theory, transformations and expectations, common families of distributions, multiple random variables, properties of a random sample, principles of data reduction, point estimation, hypothesis testing, interval estimation, asymptotic evaluations, and the analysis of variance and regression.

Solutions to Gelman et al.’s Bayesian Data Analysis

Worked solutions to all 215 exercises in Bayesian Data Analysis (3rd edition) by Gelman, Carlin, Stern, Dunson, Vehtari and Rubin — probability and inference, single- and multi-parameter models, hierarchical models, model checking and comparison, MCMC and Hamiltonian Monte Carlo, variational inference, regression and generalized linear models, and nonparametric Bayesian models.

Bayesian Data Analysis

Bayesian Data Analysis (3rd edition, CRC Press, 2013) by Gelman, Carlin, Stern, Dunson, Vehtari and Rubin — the standard graduate reference for Bayesian modelling: single- and multi-parameter models, hierarchical models, model checking and comparison, posterior computation from MCMC to HMC and variational inference, regression, and nonparametric models.

Worked solutions to all 215 exercises live at Solutions to Gelman et al.’s Bayesian Data Analysis.

Statistical Inference

Statistical Inference (2nd edition, Duxbury, 2002) by George Casella and Roger L. Berger — the classical graduate text on the theory of statistics: probability, transformations and expectations, families of distributions, multiple random variables, properties of random samples, principles of data reduction, point estimation, hypothesis testing, interval estimation, asymptotics, ANOVA and regression.

Worked solutions to all 624 exercises live at Solutions to Casella & Berger’s Statistical Inference.

Solutions to Rosenthal’s A First Look at Rigorous Probability Theory

Worked solutions to all 203 exercises in Jeffrey S. Rosenthal's A First Look at Rigorous Probability Theory (2nd edition) — probability triples and extension theorems, random variables, expected values, inequalities and convergence, distributions, gambling games, discrete Markov chains, weak convergence, characteristic functions, decomposition of laws, conditional expectation, and martingales.

Masters of Statistics

#Course CodeTitleOfferedPrerequisitesTermTypeTextbookNotes
1.COMP6713Natural Language ProcessingT1MATH1081,944426T1Electivena
2.FINS5513Investments and Portfolio SelectionT1,2,38750 program26T1Electivena
3.FINS5536Fixed Income Securities and Interest Rate DerivativesT2551326T2Electivenapricing, hedging, risk management. options, futures and swaps (int rate derivs)
4.MATH5856Introduction to Statistics and Statistical ComputationsT226T2Electivenarecommended for 5905
6.MATH5960Bayesian Inference and ComputationT32801/290126T3Elective
7.MATH5825Measure, Integration and ProbabilityT3U570526T3Electivenaimplicit prereq for 5835
8.MATH5905Statistical InferenceT1,2,3U5846,U585627T1Corena
9.COMP9518Advanced Machine LearningT2951727T2Electivena
10.MATH5845Time SeriesT227T2Electivena
11.MATH5855Multivariate AnalysisT327T3Electivena
12.MATH5835Advanced Stochastic ProcessesT1U582528T1CorenaDifficult. Requires an understanding of Real Analysis and Measure Theory
13.MATH5806Applied Regression AnalysisT228T2Electivenasplines, poisson / binomial regression
14.MATH5925Project (12uoc)T1,2,336UoC28T2Corena

course pages

Per-course write-ups — admin, textbooks, and links into my notes and solutions — for the courses I have completed:

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