36-705 Intermediate Statistics

Instructor: Larry Wasserman
Time: MWF 12:30 - 1:20
Place: Baker Hall A51

Office Hour: Mondays 1:30 - 2:30 Baker Hall 132F

TA Information:
TA: Giuseppe Vinci (gvinci@andrew.cmu.edu)
Office hours: Tuesdays 3:00 - 4:00
Place: Baker Hall 132M

TA: Jisu Kim (jisuk1@andrew.cmu.edu)
Office hours: Thursdays 10:00 - 11:00
Place: Baker Hall 132M

TA: Daren Wang (darenw@andrew.cmu.edu)
Office hours: Wednesdays 3:00 - 4:00
Place: Baker Hall 132M

TA: Lawrence Wang (lawrencw@andrew.cmu.edu)
Office hours: Wednesdays 4:00 - 5:00
Place: Baker Hall 132M

Course Assistant: Mari-Alice McShane mcshane@stat.cmu.edu
Office: Baker Hall 229K

Course description

This course will cover the fundamentals of theoretical statistics. We will cover Chapters 1 -- 12 from the text plus some supplementary material. This course is excellent preparation for advanced work in statistics and machine learning.

Textbook: Wasserman, L. (2004). All of Statistics: A concise course in statistical inference.

Other Recommended Texts:

Casella, G. and Berger, R. L. (2002). Statistical Inference, 2nd ed.
Bickel, P. J. and Doksum, K. A. (1977). Mathematical Statistics.
Rice, J. A. (1977). Mathematical Statistics and Data Analysis, Second Edition.


I assume that you know the material in Chapters 1-3 of of the book (basic probability) are familiar to you. If not you should take 36-700.

The syllabus includes information about assignments, exams and grading.


Assignments are due on Thursdays at 3:00 p.m. Hand in the assignment to Mari-Alice McShane in Baker Hall 229K.
You can also email them to her. Send a PDF file to: mcshane@stat.cmu.edu. Make sure you put "Stat 705 Assigment" in the subject line.


Lecture Notes

Download the notes and bring them to class.
Lecture Notes 1
Lecture Notes 2
Lecture Notes 3

Course Calendar
Week of: Mon Wed Thursday Friday
August 31 Review   Review, Inequalities   Homework 1   Inequalities
September 7 NO CLASS   Inequalities, O_P     VC Theory
September 14 Convergence Convergence Homework 2     Convergence
September 21 Convergence TEST I   Sufficiency
September 28 Likelihood Point Estimation Homework 3   Minimax Theory
October 5 Minimax Theory Asymptotics Homework 4   Asymptotics
October 12 Asymptotics Review   TEST II
October 19 Testing Testing Homework 5   MID-SEMESTER BREAK
October 26 Testing Confidence Intervals Homework 6   Confidence Intervals
November 2 Nonparametric Nonparametric Homework 7 Bootstrap
November 9 Bootstrap Bayesian Inference TEST III
November 16 Prediction Prediction Homework 8 Model Selection
November 30 Model Selection Model Selection Homework 9   Regression
December 7 Causation Causation Homework 10   TBA