## 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.

## Prerequisites

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

syllabusincludes information about assignments, exams and grading.

## Assignments

Assignments are due onThursdays 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.

Homework 1 due Thurs Sept 3 by 3:00

## Solutions

## 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 1Inequalities September 7 NO CLASS Inequalities, O_P VC Theory September 14 Convergence Convergence Homework 2Convergence September 21 Convergence TEST ISufficiency September 28 Likelihood Point Estimation Homework 3Minimax Theory October 5 Minimax Theory Asymptotics Homework 4Asymptotics October 12 Asymptotics Review TEST IIOctober 19 Testing Testing Homework 5MID-SEMESTER BREAK October 26 Testing Confidence Intervals Homework 6Confidence Intervals November 2 Nonparametric Nonparametric Homework 7Bootstrap November 9 Bootstrap Bayesian Inference TEST IIINovember 16 Prediction Prediction Homework 8Model Selection November 23 NO CLASS NO CLASS November 30 Model Selection Model Selection Homework 9Regression December 7 Causation Causation Homework 10TBA