Science & Social Sciences
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Fundamentals of Statistics

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Course Features

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Duration

17 weeks

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Delivery Method

Online

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Available on

Limited Access

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Accessibility

Mobile, Desktop, Laptop

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Language

English

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Subtitles

English

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Level

Advanced

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Effort

14 hours per week

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Teaching Type

Instructor Paced

Course Description

Statistics is the science of turning data into insights and ultimately decisions. Behind recent advances in machine learning, data science and artificial intelligence are fundamental statistical principles. The purpose of this class is to develop and understand these core ideas on firm mathematical grounds starting from the construction of estimators and tests, as well as an analysis of their asymptotic performance.

After developing basic tools to handle parametric models, we will explore how to answer more advanced questions, such as the following:

  • How suitable is a given model for a particular dataset?
  • How to select variables in linear regression?
  • How to model nonlinear phenomena?
  • How to visualize high-dimensional data?

Taking this class will allow you to expand your statistical knowledge to not only include a list of methods, but also the mathematical principles that link them together, equipping you with the tools you need to develop new ones.

This course is part of theMITx MicroMasters Program in Statistics and Data Science. Master the skills needed to be an informed and effective practitioner of data science. You will complete this course and three others from MITx, at a similar pace and level of rigor as an on-campus course at MIT, and then take a virtually-proctored exam to earn your MicroMasters, an academic credential that will demonstrate your proficiency in data science or accelerate your path towards an MIT PhD or a Master's at other universities.

Course Overview

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Live Class

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Human Interaction

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Personlized Teaching

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International Faculty

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Post Course Interactions

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Instructor-Moderated Discussions

Skills You Will Gain

Prerequisites/Requirements

6.431x or equivalent probability theory course

College-level single and multi-variable calculus

Vectors and matrices

What You Will Learn

Choose between different models using goodness of fit test

Construct estimators using method of moments and maximum likelihood, and decide how to choose between them

Make prediction using linear, nonlinear and generalized linear models

Perform dimension reduction using principal component analysis (PCA)

Quantify uncertainty using confidence intervals and hypothesis testing

Course Instructors

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Jan-Christian Hütter

Teaching Assistant at Massachusetts Institute of Technology

Jan-Christian Hütter is a graduate student in the Mathematics department at MIT. His research in Mathematical Statistics is about shape constrained estimation and causal discovery. He was a teaching ...

Karene Chu

Digital Learning Scientist and Research Scientist

Karene Chu received her Ph.D. in mathematics from the University of Toronto in 2012. Since then she has been a postdoctoral fellow first at the University of Toronto/Fields Institute, and then at MIT...
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Philippe Rigollet

Associate Professor at Massachusetts Institute of Technology

Philippe Rigollet is an associate professor in the Department of Mathematics at MIT. He works at the intersection of statistics, machine learning, and optimization, focusing primarily on the design a...
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