In Autumn Term 2011-2012 I am teaching M2S1 Probability and Statistics II.

At the beginning of the course there are two handouts, a set of practical information and a syllabus and course objectives. A set of notes, adapted from notes used in previous years, is available here (pdf 612KB). These are not a replacement for lecture notes and are subject to revision without warning. The notes are quite skeletal in some places, and quite maximal in others.

Exercise sheets:

· Exercises 1

· Exercises 2

· Exercises 3

· Exercises 4

· Exercises 5

· Exercises 6

· Exercises 7

· Exercises 8

Solutions to Exercise sheets:

· Solutions to Exercises 1

· Solutions to Exercises 2

· Solutions to Exercises 3

· Solutions to Exercises 4

· Solutions to Exercises 5

· Solutions to Exercises 6

· Solutions to Exercises 7

· Solutions to Exercises 8

Assessed Coursework:

· First assessed coursework (the solution is now available here).

· Second assessed coursework (the solution is here).

Worked examples: here are sets of worked examples on key components of the course. You are advised to work through these at the appropriate time, when the material has been covered in lectures.

· Worked Examples 1: Total Probability and Bayes' Theorem

· Worked Examples 2: Calculations for Multivariate Distributions

· Worked Examples 3: Covariance Calculations

· Worked Examples 4: Multivariate Transformations

· Worked Examples 5: Convergence in Distribution

· Worked Examples 6: Introduction to Statistical Methods

Various other handouts: these may be useful for reference. That summarising relationships between distributions will be relevant later in the course.

· Handout on miscellaneous mathematical results

· Table of standard distributions, as available in exam

· A sheet summarising connections between various distributions

· Handout on multivariate normal distribution

There is a very nice online resource, pointed out to me by a member of the class, here.