Statistics 210a: Theoretical Statistics
UC Berkeley, Fall 2024
Course enrollment for undergraduates
If you are an undergraduate who wants to take this course, please fill out the permission code request form to let me know about your background. Anyone considering taking the course is encouraged to read the frequently asked questions regarding preparation and review materials.
Schedule
Week 1
| Aug 29: | Lecture 1 Introduction | Handwritten notes |
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Week 2
| Sep 3: | Lecture 2 Probability | Handwritten notes |
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| Sep 5: | Lecture 3 Estimation | Handwritten notes |
| Sep 6: | Recitation 1 Probability review |
Week 3
| Sep 10: | Lecture 4 Sufficiency | Handwritten notes |
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| Sep 11: | Homework 1 Problems | LaTeX source |
| Sep 12: | Lecture 5 Exponential families | Handwritten notes |
Week 3
| Sep 17: | Lecture 6 Completeness | Handwritten notes |
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| Sep 18: | Homework 2 Problems | LaTeX source |
| Sep 19: | Lecture 7 Unbiased estimation | Handwritten notes |
Week 4
| Sep 24: | Lecture 8 Score and Fisher information | Handwritten notes |
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| Sep 25: | Homework 3 Problems | LaTeX source |
| Sep 26: | Lecture 9 Bayes estimation | Handwritten notes |
Week 5
| Oct 1: | Lecture 10 Bayesian interpretation | Handwritten notes |
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| Oct 2: | Homework 4 Problems | LaTeX source |
| Oct 3: | Lecture 11 Hierarchical Bayes | Handwritten notes |
Week 6
| Oct 9: | Homework 5 Problems | LaTeX source Data for Problem 5 |
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| Oct 10: | Lecture 12 James-Stein estimator | Handwritten notes |
Week 7
| Oct 15: | Lecture 13 Minimax estimation | Handwritten notes |
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| Oct 16: | Homework 6 Problems | LaTeX source |
| Oct 17: | Lecture 14 Hypothesis testing | Handwritten notes |
Week 8
| Oct 22: | Lecture 15 Testing with one parameter | Handwritten notes |
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| Oct 23: | Homework 7 Problems | LaTeX source |
| Oct 24: | Lecture 16 p-Values and confidence sets | Handwritten notes |
Week 9
| Oct 29: | Lecture 17 Testing with nuisance parameters | Handwritten notes |
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| Oct 30: | Homework 8 Problems | LaTeX source |
| Oct 31: | Lecture 18 Linear models | Handwritten notes |
Week 10
| Nov 5: | Lecture 19 Linear models | Handwritten notes |
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| Nov 7: | Lecture 20 Asymptotics | Handwritten notes |
| Nov 8: | Homework 9 Problems | LaTeX source |
Week 11
| Nov 12: | Lecture 21 Maximum Likelihood estimator | Handwritten notes |
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| Nov 14: | Lecture 22 Likelihood-based inference | Handwritten notes |
| Nov 15: | Homework 10 Problems | LaTeX source Data for Problem 3 |
Week 12
| Nov 19: | Lecture 23 MLE consistency | Handwritten notes |
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| Nov 21: | Lecture 24 Likelihood Based Inference (continuation) | Handwritten notes |
| Nov 22: | Homework 11 Problems | LaTeX source |
Week 13
| Nov 26: | Lecture 25 Bootstrap | Handwritten notes |
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Week 14
| Dec 3: | Lecture 26 Bootstrap (Continuation) | Handwritten notes |
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| Dec 3: | Lecture 27 Multiple testing | Handwritten notes |
Week 17
| Dec 18: | Exam Final Exam, 8-11am |
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