In this class, we will discuss four methods that answer basic statistical questions without making distribution assumptions, and use properties such as exchangeability and invariance instead. Since these methods do not require specific models, they are
often more robust and adaptable to complex data generating processes. The four methods we will cover are permutation test, bootstrap confidence interval, knockoffs selection and conformal prediction. They are widely used to compare distributions,
construct confidence intervals, perform variable selections and compute prediction intervals.