Theory Exam Study Materials

Here are my study materials that I created in preparation for UW Biostat’s 2nd year theory exam! Hope it is useful to folks as they prepare for their own exams!

• Comprehensive Guide
• Stat512 materials: foundations of probability, convergence theory, maximum likelihood, parametric models.
• Stat513 material: sufficiency, parametric efficiency theory, properties of maximum likelihood, hypothesis testing and decision theory.
• Stat581 material: decision theory, elementary asymptotics, M and Z estimation, formal treatment of MLEs
• Stat582 material: Concentration Inequalities, Empirical Risk Minimization, establishing rates of convergence
• Stat583 material: Empirical processes, Asymptotic Linearity, Semiparametric Efficiency Theory, Constructing Efficient Estimators
• Example Problems