Chair of Mathematical Statistics (SMAT)

Statistical Theory - MATH 442

Instructor: Prof. Victor Panaretos

Assistant: Tomáš Rubín



The course aims to develop certain key aspects of the theory of statistics, providing a common general framework for statistical methodology. While the main emphasis will be on the mathematical aspects of statistics, an effort will be made to balance rigor and relevance to statistical practice.

Topics include:

Required prior knowledge

The second-year courses in probability and statistics; calculus; a first-year course in analysis.

Recommended Texts

Bickel. P.J. & Doksum, K.A. (2000). Mathematical Statistics: Basic Ideas and Selected Topics, Volume I. Prentice Hall.
Knight, K. (2000). Mathematical Statistics. Chapman and Hall.
Cox, D.R. & Hinkley, D.V. (1979). Theoretical Statistics. Chapman & Hall.

Exam Information

There will be a mock midterm exam (test blanc) and a written final exam.
No notes, books or any other material will be allowed in the exams.


There was mid-term exam (mock exam) on November 16, 9:30 - 11:30 in MA12.


Every week, one or two exercises will be graded to provide feedback. The solutions will be provided in the exercise session following the submission of the exercises.

Fall 2016 Schedule

Lectures: MA12 Wednesdays, 10:15-12:00
Exercises: MA12 Wednesdays, 08:15-10:00

Course Materials


Set 1
Set 2
Set 3
Set 4
Set 5
Set 6
Set 7
Set 8
Set 9
Week 10 - no exercise sheet
Set 11
Set 12
Set 13