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Catalogue · Faculty of Statistics

STAT 201

Statistics for Applications

MIT’s 18.650: mathematical statistics with its sleeves rolled up. Estimation, maximum likelihood, hypothesis testing, regression, and principal component analysis, developed rigorously enough that the machine learning courses upstairs stop feeling like folklore. Rigollet’s lectures are demanding and worth it.

Syllabus
  • maximum likelihood
  • hypothesis testing
  • confidence intervals
  • regression
  • PCA
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