Both are hard subjects. I’ve had friends drop out of Probability for Inference in the first few weeks because it was difficult to keep up. From what I’ve heard from other students who continued the subject, it is extremely time consuming because you’re trying to wrap your head around concepts. They said that the whole 12 weeks of learning the subject was very difficult (which was also affected by the number of assignments the lecturer handed out), HOWEVER, the exam was very standard to past papers. So if you know how to do past papers, you would be able to pass.
Linear Statistical Models is very difficult in its own right too. Yao-ban is a great lecturer - teaches the content very well and at first, the information he provides in the lecture seems pretty easy to understand - you can read the slides and understand the basics. BUT, despite understanding the basics, I sometimes thought I never truly understood them because I struggled with the assignments and the final exam. I knew no-one who got full marks in the assignments or at least close to full marks. Most people had to work together to tackle the questions. And the exam was pretty much horrendous (my personal experience - some said it was okay, but most said it was horrible) He made it much more difficult and different from the other past exams, and so, evidently he had to scale the scores.
Probably best for someone who has taken both subjects to answer this question though