STAT581: Advanced Theory of Statistical Inference (2021)
This is a 10-week lecture-based course focused on introducing some core topics in mathematical statistics, including the elementary decision theory, basic large sample theory, maximum likelihood estimators and M-estimators, hypothesis testing, and efficiency lower bounds.
Check the Syllabus for detailed course plan.
Instructor: Fang Han (fanghan@uw.edu)
TA: Gang Cheng (gangc@uw.edu)
Lectures: MF 10:30-11:20 on Zoom, W 10:30-11:20 in CMU 230
Office hour: F 9:30-10:30AM (Fang); Th 1:30-2:30PM (Gang), both on Zoom
Midterm: 11/12, in-class
Final: 12/10, in-class
Lecture notes:
Lecture note 1
Lecture note 2
Lecture note 3
Lecture note 4
Homework assigments:
Homework 1
Homework 2
Homework 3
Homework 4
Homework 5
Homework 6
Homework 7
Homework 8