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Develop a deep understanding of the principles that underpin statistical inference: estimation, hypothesis testing and prediction. -- Part of the MITx MicroMasters program in Statistics and Data Science.
Syllabus
- Construct estimators using method of moments and maximum likelihood, and decide how to choose between them
- Quantify uncertainty using confidence intervals and hypothesis testing
- Choose between different models using goodness of fit test
- Make prediction using linear, nonlinear and generalized linear models
- Perform dimension reduction using principal component analysis (PCA)
Taught by
Philippe Rigollet, Jan-Christian Hütter, and Karene Chu