Course Meeting Times

Lectures: 2 sessions / week, 1.5 hours / session


There are no official prerequisites for this course, but permission of the instructor is required.


This course provides students with decision theory, estimation, confidence intervals, and hypothesis testing. It introduces large sample theory, asymptotic efficiency of estimates, exponential families, and sequential analysis.


Buy at Amazon Bickel, Peter J., and Kjell A. Doksum. Mathematical Statistics: Basic Ideas and Selected Topics, Volume 1. 2nd edition. Chapman and Hall / CRC, 2015. ISBN: 9781498723800. [Preview with Google Books]

Useful References

Buy at Amazon Berger, J. Statistical Decision Theory and Bayesian Analysis (Springer Series in Statistics). 2nd edition. Springer, 1993. ISBN: 9783540960980.

Buy at Amazon Cox, D. R., and D. V. Hinkley. Theoretical Statistics. Chapman and Hall / CRC, 1974. ISBN: 9780412161605. [Preview with Google Books]

Buy at Amazon Ferguson, T. J. Mathematical Statistics: A Decision Theoretic Approach. Academic Press, 1967. ISBN: 9781483207803.

Buy at Amazon Lehmann, E. L. Testing Statistical Hypotheses. John Wiley & Sons Inc., 1986. ISBN: 9780471840831.

Buy at Amazon Lehmann, E. L., and J. P. Romano. Testing Statistical Hypotheses. 3rd edition. Springer, 2008. ISBN: 9780387988641.

Buy at Amazon Lehmann, E. L. Theory of Point Estimation. John Wiley & Sons Inc., 1983. ISBN: 9780471058496.

Buy at Amazon Lehmann, E. L., and G. Casella. Theory of Point Estimation. 2nd edition. Springer, 2003. ISBN: 9780387985022.

Buy at Amazon Savage, L. J. The Foundations of Statistics. Dover Publications, 1972. ISBN: 9780486623498. [Preview with Google Books]


  • There are nine homework assignments.
  • Homework must be completed individually; group work is fine (list group members on homework).
  • No extensions on homework allowed, unless arranged prior to due date.


There are two take home mid-term exams. There is no final exam.


Homework assignments 40%
Class participation 10%
Midterm exam 1 25%
Midterm exam 2 25%