Mathematical Statistics for Data Science
What you'll learn
- Learn how to use the method of moments and maximum likelihood estimation to learn from data
- Learn how to evaluate and compare different methods using notions such as bias, variance, and mean squared error.
- Master the Bernoulli, Uniform and Normal Distributions
- Learn about the Cramer-Rao lower bound and how to know if we have found the best possible estimator
- Learn to evaluate asymptotic properties of estimators, including consistency and the central limit theorem.
- Learn to create confidence intervals
Requirements
- High school algebra, including manipulating functions with variables
- Basic knowledge of calculus (integration and differentiation) is recommended for some chapters.
- Prior experience with probability or statistics will be useful, but we cover everything assuming no previous knowledge!
Description
This course teaches the foundations of mathematical statistics, focusing on methods of estimation such as the method of moments and maximum likelihood estimators (MLEs), evaluating estimators by their bias, variance, and efficiency, and explore asymptotic statistics, including the central limit theorem and confidence intervals.
Course Highlights:
57 engaging video lectures, featuring innovative lightboard technology for an interactive learning experience
In-depth lecture notes accompanying each lesson, highlighting key vocabulary, examples, and explanations from the video sessions
End-of-chapter practice problems to solidify your understanding and refine your skills from the course
Key Topics Covered:
Fundamental probability distributions: Bernoulli, uniform, and normal distributions
Expected value and its connection to sample mean
Method of moments for developing estimators
Expected value of estimators and unbiased estimators
Variance of random variables and estimators
Fisher information and the Cramer-Rao Lower Bound
Central limit theorem
Confidence intervals
Who This Course Is For:
Students with prior introductory statistics experience, looking to delve deeper into mathematical foundations
Data science professionals seeking to refresh or enhance their statistics knowledge for job interviews
Anyone interested in developing a statistical mindset and strengthening their analytical skills
Pre-requisites:
This course requires a solid understanding of high school algebra and equation manipulation with variables.
Some chapters utilize introductory calculus concepts, such as differentiation and integration. However, even without prior calculus knowledge, those with strong math skills can follow along and only miss a few minor mathematical details.
Who this course is for:
- Anyone who has taken a basic statistics class and wants to dive into more mathematical detail
- Data scientists looking to learn some basics of mathematical statistics
- Undergraduate and graduate students looking for help in mathematical statistics courses
- Academics and professionals wanting a strong foundation for further study in statistics
Instructor
- 4.7 Instructor Rating
- 827 Reviews
- 6,229 Students
- 5 Courses
I am a statistician, data scientist, and teacher. I've worked as a data scientist at Google, where I analyzed data from over 1 billion users, and I've created new methods for analyzing genetic sequencing data. But most importantly, I love helping others learn statistics and have been teaching at top universities and online for over ten years. My goal is to help you obtain a deep understanding of statistics and to make it as easy as possible!