This paper provides an example of how student-centered instruction can be used in a theoretical statistics class. The author taught a two-semester undergraduate probability and mathematical statistics sequence using primarily teacher-centered instruction in the first semester and primarily student-centered instruction in the second semester. A subset of the students in the teacher-centered course also took the student-centered course. Student feedback suggests that the student-centered approach, while more difficult for both student and instructor, is beneficial when compared to the teacher-centered approach. The specific method of implementation will need to vary with class size and level of student preparation but the author's example presents a starting point for those interested in moving away from a traditional teaching approach in theoretical statistics classes. (Contains 3 figures.)