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Japan Statistical Society Certificate 2nd -Less...
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AyameO
June 29, 2024
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Japan Statistical Society Certificate 2nd -Lesson 2
AyameO
June 29, 2024
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Transcript
20MINS BY AYAME.O 20247݄1(݄) ౷ܭݕఆ̎ڃ ରࡦߨٛ ୈ̎ճ
࣍ 1. ֮͑Δ͖ެࣜʢࢄʹ͍ͭͯʣ 2. ࣄؒͷಠཱɾഉ 3. ಠཱੑͷݕఆʢظͱࣗ༝ʣ 4. ୈ1छͷաޡɺୈ2छͷաޡ
֮͑Δ͖ެࣜʢࢄʹ͍ͭͯʣ ɹɹɹඪຊʢαϯϓϧαΠζʣ ɹɹɹݸʑͷσʔλ ɹɹɹσʔλͷฏۉ ඪຊࢄ ෆภࢄ ɹෆภࢄͷಛɿ ɹҰகੑͱෆภੑΛ࣋ͭਪఆྔ Ұகੑɿ ඪຊ͕େ͖͘ͳΔͱਪఆྔ͕ۙͮ͘͜ͱ
ෆภੑɿ ඪຊฏۉͷظΛͱΔͱฏۉͱҰக͢Δ͜ͱ
ࠃޠͱֶͷͷΑ͏ͳʮೋͷରԠ͢ΔσʔλʯͷؒͷؔΛද͢ ʮ9ͷภࠩº:ͷภࠩʯͷฏۉ ֮͑Δ͖ެࣜʢࢄʹ͍ͭͯʣ ڞࢄ ૬ؔ ڞࢄεέʔϧมʹରͯ͠ෆมͰͳ͍ͱ͍͏͕͋ΔͷͰ ͦΕͧΕͷʁʁʁʁͰׂͬͯ͋͛ͯεέʔϧΛ߹Θͤͯ͋͛Δ
ࠃޠͱֶͷͷΑ͏ͳʮೋͷରԠ͢ΔσʔλʯͷؒͷؔΛද͢ ʮ9ͷภࠩº:ͷภࠩʯͷฏۉ ֮͑Δ͖ެࣜʢࢄʹ͍ͭͯʣ ڞࢄ ૬ؔ ڞࢄεέʔϧมʹରͯ͠ෆมͰͳ͍ͱ͍͏͕͋ΔͷͰ ͦΕͧΕͷඪ४ภࠩʢࢄʣͰׂͬͯ͋͛ͯεέʔϧΛ߹Θͤͯ͋͛Δ
ࣄ"ͱࣄ#͕ಠཱͰ͋Δͱ͖ҎԼ͕Γཱͭ ࣄؒͷಠཱɾഉ ٯʹ͜ͷެ͕ࣜΓཱͨͳ͍ͱ͖ ̎ͭͷࣄैଐ͍ͯ͠Δͱ͍͏
ࣄ"ͱࣄ#͕ഉͰ ͋Δͱ͖ӈ͕Γཱͭ ࣄؒͷಠཱɾഉ
ࣄؒͷಠཱɾഉ ಠཱͰ͋Δͱ͖
2ͭͷࣄ" #ʹ͕ؔͯ࣍͠Γཱͭͱ͢Δ ɹ͜ͷͱ͖ࣄ" #ಠཱͰ͔͢ʁഉͰ͔͢ʁ 1 " 1 #
1 "㱮# ࣄؒͷಠཱɾഉ
1 " 1 # 1 "㱮# ഉͳͱ͖1
"㱮# 1 " 1 # ɹɹɹɹɹ1 "㱮# 㱠 ಠཱͳͱ͖1 "㱮# 1 " 1 # 1 "㱯# ɹ˞1 "㱯# 1 " ɾ1 # ɹɹɹɹɹɹɹ1 "㱮# ࣄؒͷಠཱɾഉ
1 " 1 # 1 "㱮# ഉͳͱ͖1
"㱮# 1 " 1 # ɹɹɹɹɹ1 "㱮# 㱠 ಠཱͳͱ͖1 "㱮# 1 " 1 # 1 "㱯# ɹ˞1 "㱯# 1 " ɾ1 # ɹɹɹɹɹɹɹ1 "㱮# ࣄؒͷಠཱɾഉ A. ഉͰͳ͍ ಠཱͰ͋Δ
2࣍ͷදʹ͍ͭͯɺஉࢠͰ"͕͖Ͱ͋Δͱ͑Δظʁ ɹ·ͨಠཱੑͷݕఆͷغ٫ҬΛٻΊΔͱ͖ͷΧΠͷࣗ༝ʁ ಠཱੑͷݕఆʢظͱࣗ༝ʣ "͕͖ "͕ݏ͍ ߹ܭ உࢠ
ঁࢠ ߹ܭ
ظͷܭࢉɿʢஉࢠʣºʢ"͕͖ʣ×ʢશਓʣ ɹɹɹɹɹɹɹɹʢʣºʢʣ×ʢʣʢʣ ࣗ༝ͷܭࢉɿʢߦʣºʢྻʣ ɹɹɹɹɹɹɹʢʣºʢʣ ಠཱੑͷݕఆʢظͱࣗ༝ʣ "͕͖ "͕ݏ͍ ߹ܭ உࢠ
ঁࢠ ߹ܭ
ୈछͷաޡɺୈछͷաޡ
ୈछͷաޡɺୈछͷաޡ
ୈछͷաޡɺୈछͷաޡ 2ʢЌ Ћʣͷάϥϑ ɹɹͲΕ͕ਖ਼͍͠Ͱ͔͢ʁ
ୈछͷաޡɺୈछͷաޡ ୈ2छͷաޡ(β)͕૿͑Δͱ ਖ਼͍͠அ(ؼແԾઆΛड༰) ͭ·Γ(1 - α)͕์ઢతʹ૿͑Δ
ࢼݧ࣌ؒͷ̌̕͘͘͢͝ײ͡Δͱࢥ͍·͢ɻ ࢼݧલʢ̍ʙ̎िؒલ͙Β͍ʣͱʹ͔͘ աڈΛղ͖·ͬͯ͘Λղ͘Λ࡞Δ͠ʂ डݧऀݸਓతͳΞυόΠε
͓ΘΓ