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Massachusetts Institute of Technology

Fundamentals of Statistics

Massachusetts Institute of Technology via edX

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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. To learn more about this program, please visit https://micromasters.mit.edu/ds/.

Taught by

Philippe Rigollet and Jan-Christian Hütter

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Reviews

4.3 rating, based on 10 Class Central reviews

4.3 rating at edX based on 125 ratings

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  • Anonymous
    This was a demanding and rewarding course. I felt very in touch with the course team who "poured their hearts" into making it a great experience for every student. Many say that this is the hardest course in the program. I found that concepts were…
  • Anonymous
    This course is cruel and is totally composed of mathematical calculations, which should be designated for students majoring in math. Therefore, if you prefer to study applied statistics that can be readily used in the real world in order to solve realistic problems, this course might be fully disappointing. However, if you hope to practice math and study fundamental statistical theories, this course might be suitable for you.
  • Anonymous
    If you don't have any backgroud in Stat, you will easily need to spend over 15 hours a week -- if not 20. This is a great course if you want to go in depth; however, I felt like I was back in school in terms of the work-load. The class material can be divided up to two courses easily to make the material more friendly.

    I don't think the course was designed in a way that relates to the world. Even though it is very through, and you will learn a lot, you will end up with no good understanding of what you can do with the theory you learned. I personally read blogs to understand that piece.

    If you are looking for practical review of stats, I definitely don't recommend this course.
  • Anonymous
    Not sure how I feel about this course. The content was good. But I had to refer to books outside of the class to do well in the tests. There was no accompanying text book recommended. So unless you come in with a solid stat background this course will take up a lot of time. One cannot do well in the tests by only following the material taught in this class. In the end I am not sure I learned much that I can apply directly to data science applications. Its just a lot of theoretical statistics.
  • Anonymous
    It is one of the hardest classes I've ever taken. It's tough and rigorous. Staff team, teach assistants and fellow students was very supportive and always gave some additional clues about existed brainsmashing topics. Thanks all of them. Organisation of the course was also perfect. Yeah, it's time consuming, you have to reserve at least 15 h/w, but at the end of the day you will be proud that you completed a lot of exercises, homeworks, two midterms and final exam at this really fundamental course.
  • Anonymous
    Excellent course from MITX. This course is very challenging, with a lot of contents including excercises, recitation videos, homework.... but very well organized and teached you a lot. I recommend watching the videos several time to fully digest the concepts and do the excercises carefully to grasp the ideas. Staffs and TAs helped a lot and they are very nice. I am sure this course would provide you the fundamentals toward advanced courses or related field like Machine Learning.
  • Anonymous
    This is a tough course, but very rewarding. It covers some of the basics of estimation, such as maximum likelihood, but in a depth which most courses don't take. You should be ready for lots of math.
  • Anonymous
    I took the audit course, and it was great in depth, even introducing some ideas never encountered in my uni statistics course.
  • Anonymous
    This course is fantastic for a rigorous, theoretical and mathematical tour of statistics. It is difficult and think would be very difficult to impossible without some background in calculus and probability. I think though if looking just to apply statistics this course may be too involved, but for those wanting a deeper understanding it is perfect.
  • Anonymous
    I've taken the entire MicroMasters in Statistics and Data Science and this course is, in my opinion, the best in the set. It's also probably the hardest, however. But honestly, the quality of the course is simply unbeatable; I can't recommend it enough.

    -Faron
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