Information Theory is a senior (undergraduate) level course designed for students who are interested in the quantitative fundamental limits of information. What is information and how to quantify information? What is the ultimate data compression rate and what is the ultimate transmission rate of communication? In this course, we introduce the fascinating theory originated from Claude E. Shannon, which addresses the above fundamental questions in communication theory. We will develop methods and coding techniques to achieve these fundamental limits. Finally, we will also demonstrate the application of information theory to other fields, including statistics (hypothesis testing and estimation) and statistical inferences