Description
Ex-Google data scientist’s guide to mathematical statistics, covering method of moments, maximum likelihood, and more
WHAT YOU WILL 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