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 (

TA: Gang Cheng (

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