Probabilistic inference for data science 2Laajuus (5 cr)
Course unit code: C-10088-3622353
General information
- Credits
- 5 cr
- Teaching language
- English
- Finnish
- Institution
- University of Eastern Finland
Objective
Learning outcomes: The student knows basics of statistical estimation and inference in the analysis of independent and dependent data
Content
The joint distribution of a random sample, statistic, sample mean, sample variance and sample covariance and their properties. The concept of estimator and its central properties (sufficient statistic, bias, variance, root mean square error and efficiency). Law of large numbers and the central limit theorem. Estimation methods: maximum likelihood, least squares and Bayesian estimation. Confidence interval and its connection to statistical testing. Delta-method and Bootstrap.
Qualifications
Probabilistic inference for data science 1, Basics in Statistics is recommended