STA 355: Theory of statistical practice

Wenlong Mou, Department of Statistical Sciences, University of Toronto, Fall 2025

Schedule

lecture	topic	book chapters	notes
09/05	introduction, review of probability theory	1 – 4	Lecture 1
09/12	convergence of random variables and limit theorems, basic concepts of statistical models	5, 6	Lecture 2
09/19	concepts of statistical inference, estimating cdf and statistical functionals	7, 8	Lecture 3
09/26	bootstrap, parametric bootstrap	8	Lecture 4
10/03	Z-estimators, maximal likelihood estimation, M-estimators, asymptotic convergence	9	Lecture 5
10/10	M-estimator consistency theorem, additional topics on asymptotic normality, jackknife debiasing, sufficient statistics	9	Lecture 6
10/17	midterm exam	-	Solutions
10/24	hypothesis testing, p-values, multiple testing, permutation tests	10	Lecture 7
11/07	likelihood ratio test, detection radius for normal mean testing, basic concepts of decision theory and Bayes estimator	10, 12	Lecture 8
11/14	minimax estimator, connection between minimax and Bayes optimality, admissibility and James–Stein estimators, asymptotics of posterior distribution, computational methods for posterior distribution	12.3 – 12.7, 11.4 – 11.7	Lecture 9
11/21	linear regression and logistic regression	13	Lecture 10
11/28