Slide 15
Slide 15 text
QΛ͏᠘ʮݩͷఆʯͰ͋Δ*** &YBNQMFͦͷ̍
‣ ҎԼͷϞσϧ͔ΒɺσʔλΛൃੜͤ͞Δɻ
‣ ݁Ռมʹର͢ΔϞσϧɺ
‣ ͜ͷͱ͖ɺαϯϓϧΛͱͯ͠ɺճ܁Γฦ͠σʔλΛൃੜͤͨ͞ɻ
‣ ൃੜͤͨ͞σʔλʹɺͯ͢ͷ9Λઆ໌มͱͨ͠ઢܗճؼϞσϧΛͯΊ
ͯɺճؼΛਪఆ͠ɺQΛܭࢉͯ͠ɺΛԼճͬͨճΛɺҎԼͷද
ʹ·ͱΊͨɻ
!15
X1
∼ N(0,1)
X2
= X1
+ N(0,1)
X3
∼ Bernoulli(expit(X1
+ X2
))
X4
= |X1
+ X3
X2
|
Y = 0.2X2
+ 0.2X3
+ N(0,1)
X2
X1
X3
X4
ย
༗ҙʹͳͬͨ
ճ
܁Γฦ͠ճճதɺQͰ༗ҙʹͳͬͨճ