Statistical Inference for Estimation in Data Science

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  • Point Estimation
    • In this module you will learn how to estimate parameters from a large population based only on information from a small sample. You will learn about desirable properties that can be used to help you to differentiate between good and bad estimators. We will review the concepts of expectation, variance, and covariance, and you will be introduced to a formal, yet intuitive, method of estimation known as the "method of moments".
  • Maximum Likelihood Estimation

    • In this module we will learn what a likelihood function is and the concept of maximum likelihood estimation. We will construct maximum likelihood estimators (MLEs) for one and two parameter examples and functions of parameters using the invariance property of MLEs.
  • Large Sample Properties of Maximum Likelihood Estimators
    • In this module we will explore large sample properties of maximum likelihood estimators including asymptotic unbiasedness and asymptotic normality. We will learn how to compute the “Cramér–Rao lower bound” which gives us a benchmark for the smallest possible variance for an unbiased estimator.
  • Confidence Intervals Involving the Normal Distribution

    • In this module we learn about the theory of “interval estimation”. We will learn the definition and correct interpretation of a confidence interval and how to construct one for the mean of an unseen population based on both large and small samples. We will look at the cases where the variance is known and unknown.
  • Beyond Normality: Confidence Intervals Unleashed!

    • In this module, we will generalize the lessons of Module 4 so that we can develop confidence intervals for other quantities of interest beyond the distribution mean and for other distributions entirely. This module covers two sample confidence intervals in more depth, and confidence intervals for population variances and proportions. We will also learn how to develop confidence intervals for parameters of interest in non-normal distributions.