起こりうる誤った推論／平均・分散・標準偏差・自由度 / Possible false inferences, means, variances, standard deviations and degrees of freedom

早稲田大学大学院経営管理研究科「企業データ分析」2024 冬の第3-4回で使用したスライドです。

Transcript

1. Corporate data analysis — generated by Stable Diffusion XL v1.0 2024 3-4 (WBS) 2024 3-4 — 2024-12-09 – p.1/32
2. https://speakerdeck.com/ks91/collections/corporate-data-analysis-2024-winter 2024 3-4 — 2024-12-09 – p.2/32
3. ( ) 1 12 2 • 2 12 2 (B A ) • 3 12 9 • 4 12 9 • 5 12 16 6 12 16 t 7 12 23 2 ( ) t 8 12 23 2 ( ) t 9 1 6 P 10 1 6 11 1 20 12 1 20 13 1 27 14 1 27 W-IOI 2024 3-4 — 2024-12-09 – p.3/32
4. ( 20 25 ) 1 (20 ) • 2 R ( 55 ) • 3 (32 ) • 4 (14 ) • 5 ( Git) (22 ) • 6 ( ) (24 ) • 7 (1) (25 ) • 8 (2) (25 ) • 9 R ( ) (1) — Welch (17 ) • 10 R ( ) (2) — (21 ) • 11 R ( ) (1) — (15 ) • 12 R ( ) (2) — (19 ) • 13 GPT-4 (19 ) • 14 GPT-4 (29 ) • 15 ( ) LaTeX Overleaf (40 ) • 8 (12/16 ) / (2 ) OK / 2024 3-4 — 2024-12-09 – p.4/32
5. (B A ) 1 ( ) 2 (Wilcoxon-Mann-Whitney ) 2024 3-4 — 2024-12-09 – p.5/32
6. 3 1 ( ) 2 ( ) 1 2 4 σ2 σ s2 s df 2024 3-4 — 2024-12-09 – p.6/32
7. 2024 3-4 — 2024-12-09 – p.7/32
8. 1. (1) (2) 2024 12 5 ( ) 23:59 JST ( ) Waseda Moodle (Q & A ) 2024 3-4 — 2024-12-09 – p.8/32
9. . . . . . . 17 17 (12/6( ) ) ( ) . . . 5 ( . . .) ( ) . . . 5 ( ) . . . 6 (2 ) R ^^; ( ) ( ) ( ) (1) 2024 3-4 — 2024-12-09 – p.9/32
10. (1) sqrt ( ) ^2 ( ) ( 3 ) (2) ( ) (3) 1 2 p (p WMW ) 16 ( ) 6 50% (← be ambitious!) 5% (← 2 ) 2024 3-4 — 2024-12-09 – p.10/32
11. ( 50% ) 0 5 10 15 0.00 0.05 0.10 0.15 0.20 0.25 ᳨ฟᅇᩘ ☜⋡ 6 . . . 2024 3-4 — 2024-12-09 – p.11/32
12. H ⇒ ( : ) ( : ) 2024 3-4 — 2024-12-09 – p.12/32
13. I ( ) ex (P ) ( 5% or 1% ) ⇒ ⇒ ⇒ ⇒ ( ) 2024 3-4 — 2024-12-09 – p.13/32
14. Git Git ( GPL) GitHub Git ( ) RStudio pull ( ) Git (OS ) Linux : ( OK) macOS : Xcode (Apple ; App Store ) Windows : https://gitforwindows.org OK https://github.com/ks91/cda-demo ( ) 2024 3-4 — 2024-12-09 – p.14/32
15. U R ⇒ ( ) ( ) ( ) ( ) : https://qiita.com/morayl/items/7d3a06d79fe2ab542b39 2024 3-4 — 2024-12-09 – p.15/32
16. H R WBS ⇒ R R 2024 3-4 — 2024-12-09 – p.16/32
17. R ⇒ D R ( ) × * ÷ / xy x^y ( ) √ x sqrt(x) (function; ) ( 1 , 2 ,. . .) sqrt(9) + sqrt(16) ( ) <- ( ) ( ) x <- x + 1 x 1 ( ) 2024 3-4 — 2024-12-09 – p.17/32
18. R ( ) ⇒ D R " " T (true; ) F (false; ) c( 1 , 2 , . . .) ( ) 10 x x[1:3] 1 3 ( 1:100 1 100 ) a.b . . . . R R Source “ D.R” . . . ra <- sum(df[df$group == " ", "rank"]) ⇒ df group rank ra ( == ) 2024 3-4 — 2024-12-09 – p.18/32
19. “ D.R” ‘sum(. . .)’ # sum(df[df$group == " ", "rank"]) ... <- 0 i <- 1 # while (i df ) { # if ((df i group ) == " ") { <- + (df i rank ) } i <- i + 1 } 2024 3-4 — 2024-12-09 – p.19/32
20. O R web ⇒ ( ) https://okumuralab.org/∼okumura/stat/ L A TEX( / ) ( ) R R (RStudio) ( ) 2024 3-4 — 2024-12-09 – p.20/32
21. N AI GPT ⇒ GPT Python R R ( ( ) ) 2024 3-4 — 2024-12-09 – p.21/32
22. H ⇒ 2024 3-4 — 2024-12-09 – p.22/32
23. 3 1 ( ) 2 ( ) 1 2 2024 3-4 — 2024-12-09 – p.23/32
24. 100% 2 1 ( ( ) ) 2 ( ( ) ) 2 1 1 α (α ) ( ) 2 β (β ) α n p 1 − β (power) 2024 3-4 — 2024-12-09 – p.24/32
25. 3 “ .R” 3 bidist(n, p) : binull(n, p) : 5% bidistg(n, p0, p) : p0 p ( n = 20) p = 0.6 p = 0.2 p = 0.4 p = 0.8 p = 0.7 2024 3-4 — 2024-12-09 – p.25/32
26. 0 5 10 15 20 0.00 0.05 0.10 0.15 0.20 ᳨ฟᅇᩘ ☜⋡ 0 5 10 15 20 0.00 0.05 0.10 0.15 0.20 p = 0.2 2024 3-4 — 2024-12-09 – p.26/32
27. 4 σ2 σ s2 s df 2024 3-4 — 2024-12-09 – p.27/32
28. (parameter; ) ( ) µ, σ2, σ (statistic) ( ) x, s2, s (degree of freedom) ( ) df = n− k 2024 3-4 — 2024-12-09 – p.28/32
29. E ( p.106) 8 “ E.R” R ‘var(. . .)’, ‘sd(. . .)’ x sqrt(sd(x)^2*(length(x) - 1)/length(x)) 2024 3-4 — 2024-12-09 – p.29/32
30. 2024 3-4 — 2024-12-09 – p.30/32
31. 2. 1 2 (1) 1 2 (2) 2023 12 12 ( ) 23:59 JST ( ) Waseda Moodle (Q & A ) (1) Discord 2024 3-4 — 2024-12-09 – p.31/32
32. 2024 3-4 — 2024-12-09 – p.32/32