In some countries it's illegal to call yourself an engineer without having an engineering degree. The degree is "protected" by the government and can only be acquired from certified organizations (like universities).
I applaud the effort to learn the topics of "statistics, probability, and linear algebra", but these would have been relatively fundamental courses in most software/computer/electrical engineering curricula that I've known about, and most definitely a prerequisite to calling oneself an engineer.
Don't go near any dark alleys.