If you're lucky enough to attend UIUC, I highly recommend taking ECE 413 to get a thorough introduction to these concepts. It's unfortunate that none of the cla

If you're lucky enough to attend UIUC, I highly recommend taking ECE 413 to get a thorough introduction to these concepts. It's unfortunate that none of the class materials are online since it goes well above and beyond what is taught in most undergraduate CS courses on statistics. Taking it was hard, but it made me a much better engineer. Edit: I suppose this applies to anybody in college. Take the hard statistics course that goes over this stuff. It's really valuable, and pretty hard to pick up on your own.