This course is about theoretical statistics. It is aimed at Masters level students in statistics, advanced undergraduates, and it is also suitable for Doctoral students in sciences and engineering and other programs. This is the place in our MS program where you get statisticstheory. Most of the other courses are applied or are organized around a topic like multivariate analysis or time series where theory will be mixed in with applications.For our MS and undergraduate students the sequencing is

Stats 116 \(\longrightarrow\)If you have not had Stats 116, you might not be able to follow the course. There will be a bit of review at the start. If this course is not enough theory for you there is also a PhD-level theory sequence, Stats 300ABC. It is best to do both. Retaking something at a much higher level deepens your understanding. It is not a waste.Stats 200\(\longrightarrow\) all the other 200 level Statistics coursesThe homework will require some computation. The best language for what will be asked is R. Many people who are new to R start with RStudio. It may be feasible to do the first few problem sets in Matlab or python or some other language. Spreadsheets are not suitable.

- Learn
**principles**underlying statistical methods. For instance: moments, likelihood, Bayes, sample vs population. - Learn about inferential
**tasks**. For instance: testing, estimation, confidence intervals, model selection. - Learn to use
**models**based on a few specific distributions. For instance: normal, binomial, Poisson.

The prerequisite is to be taken seriously. The prerequisite for stat 116 is: MATH 52 (integral calculus of several variables) and familiarity with infinite series, or equivalent. Test yourself on problem set 0## From explore courses

Modern statistical concepts and procedures derived from a mathematical framework. Statistical inference, decision theory; point and interval estimation, tests of hypotheses; Neyman-Pearson theory. Bayesian analysis; maximum likelihood, large sample theory.Prerequisite: 116.

We will use a little bit of matrix algebra, such as matrix multiplication, determinants and inversion. We do not require a full course in linear algebra.

Building 200-002. (History corner of the quad) Tuesday, Thursday 1:30 to 2:50

The

Week Readings Topics Notes Sep 25, 27 Rice Ch 4-6 Intro to statistics, review of probability, outline of course lec01 lec02 Oct 2, 4 Rice Ch 8.1-8.5 Method of moments and maximum likelihood (ML) estimation lec03 lec04 Oct 9, 11 Rice 8.6-8.8 ML theory: sufficiency, Fisher info, Cramer-Rao. Bayesian approach lec05 lec06 Oct 16, 18 Rice 9.1-9.6 Testing: Neyman-Pearson, goodness of fit, multiple comparisons lec07 lec08 Oct 23, 25 Rice 9.8, 10.1-10.4, 10.6-10.7 Graphical summaries: QQ-plots, empirical distributions, density estimates lec09 lec10 Oct 30, Nov 1 Catch up and/or enrichment + smidgen of review. Then midterm(25%) (location = Bishop Auditorium)lec11 Nov 6, 8 Rice 6, 11.1-11.3.1, 14.1-14.3 Normal theory, paired samples, simple linear regression lec12 lec13 lec_t Nov 13, 15 Rice 13 Categorical data Nov 20, 22 \(\varnothing\) Week is off for Thanksgiving Nov 27, 29 10.4.6, 14.6, 11.4 Delta method, plug-in, bootstrap, permutations, randomization Dec 4, 6 Catch up / enrichment. Review and followups. Dec 10 Final exam. (50%)

Potential enrichment topics include: more about Bayes, logistic regression, the reproducibility crisis, sparsity, regularization. Some of these things can come in as examples in class or homework.

- Art Owen
- Sequoia Hall 130
- My userid is owen on stanford.edu
- Office hour: Monday 11am to noon

Or catch me just after class for an office minute. That is often very efficient.

If you want to ask about the midterm or final, please ask in class so everybody hears the same information.

Day Time TA Office Meeting room Tuesday 3:00-5:00 Samyak Rajanala Sequoia 241 samyak@stanford.edu Sequoia 105Tuesday 5:00-7:00 Jaime Gimenez Sequoia 240 roquero@stanford.edu Sequoia 207Wednesday 4:00-6:00 Zhimei Ren Sequoia 242 zren@stanford.edu Sequoia 207Thursday 8:30-10:30 Kevin Han Sequoia 241 kevinwh@stanford.edu Sequoia 105Thursday 3:30-5:30 Andy Tsao Sequoia 235 andytsao@stanford.edu 460 429Friday 3:30-5:30 Yuchen Wu Sequoia 241 wuyc14@stanford.edu 380 (Math corner) 381T

The main text is "Mathematical Statistics and Data Analysis", third edition (2009) by John Rice.

This is a standout book that has proved its worth over the years.

We will avoid Ch 7 on survey sampling. For a one quarter course it is difficult to segue between finite population and infinite populations when it comes to concepts and notation. See stat 204 for finite populations.

Here is a blurb about office hours for this course. Here is a guide for TAs grading this course.

The problem sets are available to students registered in the class.

I post them on canvas as they are added.

I expect to send a small number of important emails about problem sets and the homework there. Most other announcements will be made in class. If you email me about the class, be sure to havestat 200in yoursubject line. Otherwise, your email won't show when I search for course-related emails.

We will count days late on each problem set. Each day late is penalized by 10% of the homework value. Homework more than 3 days late will ordinarily get 0. If you're travelling, you can email a pdf file. For sickness, interviews and other events, up to 3 late days total are forgiven at the end of the quarter. (Work late enough to get zero does not get redeemed though.)

The midterm is on ThursdayNovember 1in class.The midterm is closed book and is also closed to notes, calculators and phones. You may be asked to supply short derivations or proofs, to give advice on how to handle some hypothetical data, or diagnose a problem.

The exam is on MondayDecember 10from 12:15 to 3:15 in a room to be announced.Do not book travelthat conflicts with this date. University policy is that students may not register for two classes with exams at the same time.The exam is closed book and is also closed to notes, calculators and phones. You may be asked to supply short derivations or proofs, to give advice on how to handle some hypothetical data, or diagnose a problem. Exam questions are different from homework questions. HW questions are largely exercises to deepen your understanding. Exam questions are designed to measure your understanding.