The second week of our course is devoted to probability: since probability is the main language used by almost every data science concept, we will commit some time to deepening our understanding of it. By the end of the week, you will have far more tools in your probability toolkit, which will serve you throughout your AI and machine learning journey.

In this week, we will build up our general framework of statistical estimation, taking from several of the concepts we have discussed and more that we will continue to add this week. We will start by going over the sample mean, and we will analyze how good this is as an estimator. We will then explore the Central Limit Theorem, one of the most effective and widely-used tools in statistics and data science. We will also continue some probability review.

Now that we have learned the important machinery of the Central Limit Theorem, we are ready to learn about confidence intervals this week. Confidence intervals are the main quantities to characterize error bars in almost any area of data science and machine learning. After going through confidence intervals and some examples, we will also explore a more general perspective on estimation: point estimation.