Lecture, three hours; discussion, one hour. Sufficiency, exponential families, least squares, maximum likelihood estimation, Bayesian estimation, Fisher information, Cramér/Rao inequality, Stein's estimate, empirical Bayes, shrinkage and penalty, confidence intervals. Likelihood ratio test, p-value, false discovery, nonparametrics, semi-parametrics, model selection, dimension reduction. S/U or letter grading.