Statistics 210a: Theoretical Statistics

UC Berkeley, Fall 2025

Stat 210A is an introductory Ph.D.-level course in theoretical statistics. It is a fast-paced and demanding course intended to prepare students for research careers in statistics.

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. If you are unsure of your background, you can check the frequently asked questions regarding preparation and review materials.

Resources

  • Syllabus for basic course information
  • Gradescope for turning in homework
  • EdStem for announcements and technical discussion (no homework spoilers!)
  • bCourses for lecture videos and homework solutions

Schedule

Week 1

Aug 28: Lecture 1 Introduction Handwritten notes

Week 2

Sep 2: Lecture 2 Probability Handwritten notes
Sep 4: Lecture 3 Estimation Handwritten notes
Sep 5: Recitation 1 Probability review

Week 3

Sep 9: Lecture 4 Sufficiency Handwritten notes
Sep 10: Homework 1 Problems LaTeX source
Sep 11: Lecture 5 Exponential Families Handwritten notes

Week 4

Sep 16: Lecture 6 Exponential Families (2nd lecture) Handwritten notes
Sep 17: Homework 2 Problems LaTeX source
Sep 18: Lecture 7 Completeness Handwritten notes

Week 5

Sep 23: Lecture 8 Unbiased Estimation Handwritten notes
Sep 24: Homework 3 Problems LaTeX source
Sep 25: Lecture 9 Score and Fisher Information Handwritten notes

Week 6

Sep 30: Lecture 10 Bayes Estimation Handwritten notes
Oct 1: Homework 4 Problems LaTeX source
Oct 2: Lecture 11 Interpretation and Choice of Prior Handwritten notes

Week 7

Oct 7: Lecture 12 Bayesian Computation Handwritten notes
Oct 8: Homework 5 Problems LaTeX source
Oct 9: Lecture 13 James--Stein Estimator Handwritten notes

Week 8

Oct 14: Lecture 14 Minimax Estimation Handwritten notes
Oct 15: Homework 6 Problems Data LaTeX source
Oct 16: Lecture 15 Hypothesis Testing Handwritten notes

Week 9

Oct 21: Lecture 16 Testing with one parameter Handwritten notes
Oct 22: Homework 7 Problems LaTeX source
Oct 23: Lecture 17 p-values and confidence intervals Handwritten notes

Week 10

Oct 28: Lecture 18 Testing with nuisance parameters Handwritten notes
Oct 29: Homework 8 Problems LaTeX source
Oct 30: Lecture 19 Testing in linear models Handwritten notes

Week 11

Nov 4: Lecture 20 Testing in linear models (second lecture) Handwritten notes
Nov 5: Homework 9 Problems LaTeX source
Nov 6: Lecture 21 Asymptotics Handwritten notes

Week 12

Nov 12: Homework 10 Problems LaTeX source Data for problem 3
Nov 13: Lecture 22 Maximum likelihood estimation Handwritten notes

Week 13

Nov 18: Lecture 23 MLE Consistency Handwritten notes
Nov 19: Homework 11 Problems LaTeX source
Nov 20: Lecture 24 Likelihood-based Inference Handwritten notes

Week 14

Nov 25: Lecture 25 Bootstrap Handwritten notes

Week 15

Dec 2: Lecture 26 Multiple Testing (Part I) Handwritten notes
Dec 5: Homework 12 Problems LaTeX source
Dec 4: Lecture 26 Multiple Testing (Part II) Handwritten notes

Week 17

Dec 16: Exam Final Exam, 3-6pm
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