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Statistics for Applications (18.650)

4.8(3,200)·450K enrolled
Intermediate 30 hours English None CertificateFREE

About this course

MIT 18.650 is a graduate-level statistics course covering the mathematical foundations of statistical inference: parameter estimation and maximum likelihood, confidence intervals, hypothesis testing (frequentist and Bayesian), linear and logistic regression, and goodness-of-fit tests. Philippe Rigollet teaches it with full mathematical rigor — proofs, not just formulas — at the pace MIT graduate students experience.

This is the statistics course for learners who found applied statistics courses like Khan Academy's or Coursera's data analytics statistics sections too shallow, and want the mathematical foundations that ML and data science theory build on. It complements MIT 18.06 Linear Algebra as the statistics counterpart in a rigorous mathematical foundation for data science.

What you'll learn

Apply maximum likelihood estimation to statistical models
Construct and interpret confidence intervals rigorously
Conduct hypothesis tests with formal understanding of Type I/II errors
Understand and implement linear and logistic regression mathematically
Apply Bayesian inference methods and understand their relationship to frequentist approaches

This course includes

30h
On-demand video
Yes
Mobile access
English
Language
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Instructor

PR
Philippe Rigollet
MIT OpenCourseWare instructor
450K+ learners5 courses4.8 instructor rating

Taught by Philippe Rigollet, Professor of Mathematics at MIT, whose research focuses on statistics and machine learning theory.

Requirements

  • Calculus and linear algebra comfort; probability basics

Who this course is for

  • Data scientists who want rigorous mathematical statistics beyond applied tutorials
  • ML practitioners who want the statistical theory underlying their methods
  • Graduate students in data science or related fields supplementing coursework

About this provider

MO
MIT OpenCourseWare
MIT OpenCourseWare — free, openly licensed course materials from MIT's actual courses, including lecture notes, problem sets, and exams. No certificate.
Visit MIT OpenCourseWare

Frequently asked questions

Significantly — this is a graduate-level course with full mathematical proofs. Khan Academy's course teaches the same concepts at a high-school/intuition level. This course is for learners who want the rigorous mathematical treatment.
No — MIT OCW provides the lectures and materials freely with no credential.
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