625.725.81 - Theory of Statistics I
Applied and Computational Mathematics
Summer 2026
Description
This course covers mathematical statistics and probability. The emphasis will be on deepening your understanding of statistical theory. The topics covered include: Probabilistic models (for example: exponential families, gamma distributions) goodness of fit tests, discrete and continuous random variables, expectation, variance and covariance, data reduction and summarization, Bayes theorem and estimators, marginals, conditionals and independence, statistical determination of models (with linear regression, least squares and maximum likelihood), the Best Linear Unbiased Estimator (BLUE), hypothesis testing and needed tests (likelihood ratio tests, Chi-squared tests, Wald tests, multiple hypothesis tests, intersection-union tests, permutation tests), probability inequalities and convergence of random variables, delta methods, acceptance sampling, Poisson recursion, empirical distribution functions, negative binomials, confidence intervals, point estimates, confidence sets, method of moments, factorization theorem, order statistics, bootstrap methods, parametric inference, Bayesian inference and logistic regression. This course is a rigorous treatment of statistics that lays the foundation for EN.625.726 and other advanced courses in statistics
Instructor
Course Structure
Course Topics
- Bayes Theorem and Limits
- Regression Analysis
- Hypothesis Testing
- Probability Families
- Data Summaries
- Multivariate Systems
- Order Statistics and Sample Generation
- Estimators
- Logistic Regression
- Bayesian Regression
Course Goals
Course Learning Outcomes (CLOs)
- Explain the fundamentals of probability and their connections to statistical analysis.
- Describe the dominant discrete and continuous probability distributions and the parameters that define their statistical use.
- Work with limit theorems, moment expansions and the convergence properties of large samples.
- Define the basics of estimators, being able to analyze their errors and to choose the best estimator for a problem.
- Analyze the steps involved with hypothesis generation, testing and the statistical description of the results.
- Know when to choose a Bayesian approach for statistical estimation.
- Have confidence in the connections between probability and statistical inference and how it applies to real problems.
- Know how to use logistic regression, data summaries, and sufficient statistics.
Textbooks
- Cassella, G. and Berger, R. (2002). Statistical Inference. (2nd edition) Wadsworth, Inc., Belmont, CA.
- Wasserman, L. (2010). All of Statistics. Springer Nature, Switzerland.
- Larsen, R.J. and Marx M.L. (2018) An Introduction to Mathematical Statistics and Its Applications (6th edition), Prentice Hall
- Optional Reference: Rice, J.A. (2007) Mathematical Statistics and Data Analysis (3rd edition) Duxbury, Thomson Brooks/Cole, Belmont CA)
Student Coursework Requirements
Final grades will be determined by the following weighting:
Item | % of Grade |
HW Assignments | 25% |
Discussion problems | 25% |
Midterm | 25% |
Final | 25% |
Grading Policy
Assignments are due according to the dates posted in the Canvas course site. You may check these due dates in the Course Calendar or the Assignments in the corresponding modules.
We generally do not directly grade spelling and grammar. However, egregious violations of the rules of the English language will be noted without comment. Consistently poor performance in either spelling or grammar is taken as an indication of poor written communication ability that may detract from your grade.
A grade of A indicates achievement of consistent excellence and distinction throughout the course—that is, conspicuous excellence in all aspects of assignments and discussion in every week.
A grade of B indicates work that meets all course requirements on a level appropriate for graduate academic work. These criteria apply to both undergraduates and graduate students taking the course.
100–98 = A+
97–94 = A
93–90 = A−
89–87 = B+
86–83 = B
82–80 = B−
79–70 = C
Academic Policies
Deadlines for Adding, Dropping, and Withdrawing from Courses
Students may add a course up to one week after the start of the term for that particular course. Students may drop courses according to the drop deadlines outlined in the EP academic calendar. Between the 6th week of the class and prior to the final withdrawal deadline, a student may withdraw from a course with a W on their academic record. A record of the course will remain on the academic record with a W appearing in the grade column to indicate that the student registered and withdrew from the course.
Academic Misconduct Policy
Students with Disabilities - Accommodations and Accessibility
Student Conduct Code
Classroom Climate
JHU is committed to creating a classroom environment that values the diversity of experiences and perspectives that all students bring. Everyone has the right to be treated with dignity and respect. Fostering an inclusive climate is important. Research and experience show that students who interact with peers who are different from themselves learn new things and experience tangible educational outcomes. At no time in this learning process should someone be singled out or treated unequally on the basis of any seen or unseen part of their identity. If you have concerns in this course about harassment, discrimination, or any unequal treatment, or if you seek accommodations or resources, please reach out to the course instructor directly. Reporting will never impact your course grade. You may also share concerns with your program chair, the Assistant Dean for Diversity and Inclusion, or the Office of Institutional Equity. In handling reports, people will protect your privacy as much as possible, but faculty and staff are required to officially report information for some cases (e.g. sexual harassment).
Course Auditing
When a student enrolls in an EP course with “audit” status, the student must reach an understanding with the instructor as to what is required to earn the “audit.” If the student does not meet those expectations, the instructor must notify the EP Registration Team (EP-Registration@exchange.johnshopkins.edu) in order for the student to be retroactively dropped or withdrawn from the course (depending on when the "audit" was requested and in accordance with EP registration deadlines). All lecture content will remain accessible to auditing students, but access to all other course material is left to the discretion of the instructor.