起こりうる誤った推論／平均・分散・標準偏差・自由度 / Possible erroneous inferences, and mean, variance, standard deviation, degree of freedom

早稲田大学大学院経営管理研究科「企業データ分析」2023 冬の第3-4回で使用したスライドです。

Transcript

1. generated by Stable Diffusion XL v1.0 2023 3-4 (WBS) 2023 3-4 — 2023-12-07 – p.1/37
2. https://speakerdeck.com/ks91/collections/corporate-data-analysis-2023-winter 2023 3-4 — 2023-12-07 – p.2/37
3. ( ) 1 11 30 • 2 11 30 (B A ) • 3 12 7 • 4 12 7 • 5 12 14 6 12 14 t 7 12 21 2 ( ) t 8 12 21 2 ( ) t 9 1 11 P 10 1 11 11 1 18 12 1 18 13 1 25 14 1 25 W-IOI 2023 3-4 — 2023-12-07 – p.3/37
4. ( 20 ) 1 • 2 R • 3 • 4 • 5 6 ( ) 7 (1) 8 (2) 9 R ( ) (1) 10 R ( ) (2) 11 R ( ) (1) 12 R ( ) (2) 13 GPT-4 14 GPT-4 15 ( ) LaTeX Overleaf 8 (12/14 ) / (2 ) OK / 2023 3-4 — 2023-12-07 – p.4/37
5. (B A ) 1 ( ) 2 (Wilcoxon-Mann-Whitney ) 2023 3-4 — 2023-12-07 – p.5/37
6. 3 1 ( ) 2 ( ) 1 2 4 σ2 σ s2 s df 2023 3-4 — 2023-12-07 – p.6/37
7. 2023 3-4 — 2023-12-07 – p.7/37
8. 1. (1) (2) 2023 12 3 ( ) 23:59 JST ( ) Waseda Moodle (Q & A ) 2023 3-4 — 2023-12-07 – p.8/37
9. . . . . . . 13(12) 11(10) (12/5( ) ) ( ) R ( ) (1) 2023 3-4 — 2023-12-07 – p.9/37
10. (1) ( ) 2 1 ⇒ 1 2 (2) 95% ⇒ ( 6 ) 11 2 95% (← be ambitious!) 5% (← 2 ) 2023 3-4 — 2023-12-07 – p.10/37
11. 0 2 4 6 8 10 0.0 0.1 0.2 0.3 0.4 0.5 0.6 ᳨ฟᅇᩘ ☜⋡ 2023 3-4 — 2023-12-07 – p.11/37
12. W GitHub Gist ⇒ RStudio Git GitHub https://github.com/ks91/cda-demo “cda-demo” RStudio Git Git Dropbox “cda-demo” 2023 3-4 — 2023-12-07 – p.12/37
13. Git Git ( GPL) GitHub Git ( ) RStudio pull Git (OS ) Linux : ( OK) macOS : ( OK) Windows : https://gitforwindows.org OK https://github.com/ks91/cda-demo ( ) 2023 3-4 — 2023-12-07 – p.13/37
14. S ⇒ D R ( ) × * ÷ / xy x^y ( ) √ x sqrt(x) (function; ) ( 1 , 2 ,. . .) sqrt(9) + sqrt(16) <- ( ) ( ) x <- x + 1 x 1 ( ) 2023 3-4 — 2023-12-07 – p.14/37
15. 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$group == " ", "rank"]) ⇒ df group rank ra ( == ) 2023 3-4 — 2023-12-07 – p.15/37
16. “ D.R” ‘sum(. . .)’ # sum(df[df$group == " ", "rank"]) ... <- 0 i <- 1 # while (i df ) { # if ((df i group ) == " ") { <- + (df i rank ) } i <- i + 1 } 2023 3-4 — 2023-12-07 – p.16/37
17. S ( ) ⇒ ↑ ( ) : Amazon PPT Discord 2023 3-4 — 2023-12-07 – p.17/37
18. S 2 (A B ) ⇒ ( ) ( ) 2023 3-4 — 2023-12-07 – p.18/37
19. S 1 1 1/6 5/6 1 1/6 ⇒ n 1 x ( n = 10 ) 2023 3-4 — 2023-12-07 – p.19/37
20. 0 2 4 6 8 10 0.0 0.1 0.2 0.3 ᳨ฟᅇᩘ ☜⋡ 2023 3-4 — 2023-12-07 – p.20/37
21. S A 5 B A ( ) A 5 B A ( ) ( ) ( ) 1% 5 1/3 5 =0.41% 1% ⇒ n = 5 x = 5 x (1 3 )5 2023 3-4 — 2023-12-07 – p.21/37
22. 0 1 2 3 4 5 0.0 0.1 0.2 0.3 ᳨ฟᅇᩘ ☜⋡ 5% 2023 3-4 — 2023-12-07 – p.22/37
23. S 120g (120g ) 120g ⇒ 1kg 950g S 120g · 120g 120g 2023 3-4 — 2023-12-07 – p.23/37
24. S ⇒ (p.84) χ2 H0 H0 [ ] RStudio Help “chi” “chisq.test” 2023 3-4 — 2023-12-07 – p.24/37
25. χ2 1 6 (H0 ) # ( H_0 ) > chisq.test(c(28, 33, 25, 35, 27, 32), p=c(1/6, 1/6, 1/6, 1/6, 1/6, 1/6)) # ( H_0 ) > chisq.test(c(42, 33, 25, 35, 27, 18), p=c(1/6, 1/6, 1/6, 1/6, 1/6, 1/6)) ‘chisq.test(. . .)’ ( ) ( ) ( ) ← R χ2 2023 3-4 — 2023-12-07 – p.25/37
26. K ⇒ 2023 3-4 — 2023-12-07 – p.26/37
27. . . . 2023 3-4 — 2023-12-07 – p.27/37
28. 3 1 ( ) 2 ( ) 1 2 2023 3-4 — 2023-12-07 – p.28/37
29. 100% 2 1 ( ( ) ) 2 ( ( ) ) 2 1 1 α (α ) ( ) 2 β (β ) α n p 1 − β (power) 2023 3-4 — 2023-12-07 – p.29/37
30. 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 2023 3-4 — 2023-12-07 – p.30/37
31. 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 2023 3-4 — 2023-12-07 – p.31/37
32. 4 σ2 σ s2 s df 2023 3-4 — 2023-12-07 – p.32/37
33. (parameter; ) ( ) µ, σ2, σ (statistic) ( ) x, s2, s (degree of freedom) ( ) df = n− k 2023 3-4 — 2023-12-07 – p.33/37
34. E ( p.106) 8 “ E.R” R ‘var(. . .)’, ‘sd(. . .)’ x sqrt(sd(x)^2*(length(x) - 1)/length(x)) 2023 3-4 — 2023-12-07 – p.34/37
35. 2023 3-4 — 2023-12-07 – p.35/37
36. 2. 1 2 (1) 1 2 (2) 2023 12 10 ( ) 23:59 JST ( ) Waseda Moodle (Q & A ) (1) Discord 2023 3-4 — 2023-12-07 – p.36/37
37. 2023 3-4 — 2023-12-07 – p.37/37