STA 332 Statistical Inference
Duke University Fall 2026
Below is a prospective outline for the course. Exam dates are firm, quiz dates will be announced later, and topics may change with advance notice.
| WEEK | DATE | PREPARE | TOPIC | MATERIALS | DUE |
|---|---|---|---|---|---|
| 1 | Tue, Aug 25 | To be posted | Lec 1: Intro to statistical inference | ||
| Thu, Aug 27 | To be posted | Lec 2: Probability review | |||
| Sufficiency and Data Reduction | |||||
| 2 | Tue, Sep 1 | To be posted | Lec 3: Sufficiency | ||
| Thu, Sep 3 | To be posted | Lec 4: Minimal sufficiency | |||
| 3 | Tue, Sep 8 | To be posted | Lec 5: Exponential families | ||
| Point estimation | |||||
| Thu, Sep 10 | To be posted | Lec 6: Constructing estimators: method of moments, MLE | |||
| 4 | Tue, Sep 15 | To be posted | Lec 7: Estimator properties and risk | ||
| Thu, Sep 17 | To be posted | Lec 8: Unbiased estimation and the UMVUE problem | |||
| 5 | Tue, Sep 22 | To be posted | Lec 9: Rao–Blackwellization | ||
| Thu, Sep 24 | To be posted | Lec 10: Completeness | |||
| 6 | Tue, Sep 29 | To be posted | Lec 11: Lehmann–Scheffe and UMVUE construction | ||
| Thu, Oct 1 | To be posted | Lec 12: Lehmann–Scheffe proof and applications | |||
| 7 | Tue, Oct 6 | To be posted | Midterm 1 | Midterm 1 | |
| Thu, Oct 8 | To be posted | Lec 13: Fisher information and Cramer–Rao | |||
| 8 | Tue, Oct 13 | To be posted | No class (Fall Break) | ||
| Hypothesis Testing | |||||
| Thu, Oct 15 | To be posted | Lec 14: Testing principles | |||
| 9 | Tue, Oct 20 | To be posted | Lec 15: Optimal tests: most-powerful tests, Neyman–Pearson | ||
| Thu, Oct 22 | To be posted | Lec 16: Neyman–Pearson in practice | |||
| 10 | Tue, Oct 27 | To be posted | Lec 17: UMP tests and monotone likelihood ratios | ||
| Thu, Oct 29 | To be posted | Lec 18: Likelihood-ratio tests (LRTs) | |||
| Large Sample Theory | |||||
| 11 | Tue, Nov 3 | To be posted | Lec 19: Large sample theory I: modes of convergence | ||
| Thu, Nov 5 | To be posted | Lec 20: LLN, CLT, and Slutsky | |||
| 12 | Tue, Nov 10 | To be posted | Lec 21: Delta method and estimator asymptotics | ||
| Thu, Nov 12 | To be posted | Lec 22: MLE asymptotics | |||
| 13 | Tue, Nov 17 | To be posted | Lec 23: Wilks’ theorem and large-sample LRTs | ||
| Thu, Nov 19 | To be posted | Midterm 2 | Midterm 2 | ||
| Confidence intervals | |||||
| 14 | Tue, Nov 24 | To be posted | Lec 24: Foundations | ||
| Thu, Nov 26 | To be posted | No class (Thanksgiving recess) | |||
| 15 | Tue, Dec 1 | To be posted | Lec 25: Exact construction | ||
| Thu, Dec 3 | To be posted | Lec 26: Asymptotic methods | |||
| 16 | Thu, Dec 10 | To be posted | Final exam | Final exam |