Bayesian statistics courses can help you learn probability distributions, Bayesian inference, and statistical modeling. You can build skills in hypothesis testing, predictive analytics, and decision-making under uncertainty. Many courses introduce tools like R, Python, and Stan, which are commonly used for implementing Bayesian methods and analyzing data. You'll also explore concepts like Markov Chain Monte Carlo (MCMC) techniques and Bayesian networks, equipping you with practical knowledge for data-driven decision-making in various fields.