Stat 300A – Theory of Statistics

A course on the mathematical foundations of statistics, with focus on general principles and finite sample optimality.

Topics include:

• Decision theory: loss, risk, admissibility.

• Bayes estimation; Minimax estimation.

• Principles of data reduction. Sufficiency. Exponential families.

• Unbiasedness and equivariance.

• Hypothesis testing and confidence intervals.

Class Times and Locations

• Monday and Wednesday, 9:30-11:20AM in Sequoia 200

• Problem Sessions on Friday, 10:30-11:30AM in Sequoia 200