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The successful use of active learning practices in a medium-to-large sized (25 - 50 students) graduate engineering statistics course has its challenges as well as opportunities. Students expect that lecture would be the dominant pedagogy, so introducing team-based activities violates their assumptions about the structure of the course. Experience in teaching graduate-level courses in statistics, validated by survey responses and observation, leads us to conclude that the majority of students, regardless of their undergraduate group learning experiences, tend to prefer to work alone or in small groups with acquaintances; the main exception is a preference for working in groups on large-scale projects. Student attitudes seem to be primarily context-dependent, and we find the main factors affecting how a particular activity is received are the scope and grade-importance of the assignment; team size relative to the amount of effort required; and team composition.