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Utree
June 13, 2019
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math_45
Utree
June 13, 2019
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Transcript
45 આ໌ม͕ෳ͋ΔϩδεςΟοΫճؼͷߟ͑ํ ౷ܭֶ͕࠷ڧͷֶͰ͋Δ - ֶฤ
લઅ • ઢܗͳ͚ؔͩͰɺෳࡶͳදݱग़དྷͳ͍
લઅ
ࠓճ
ࠓճ - ׆ੑԽؔͱͯ͠༻͍Δඇઢܗͳؔ - ͋Δঢ়ଶʹͳΔ͔ͳΒͳ͍͔ͷೋྨʹ༻͍Δ - όοΫϓϩύήʔγϣϯͷࡍʹඍ(ύϥϝʔλͷߋ৽)͍͢͠ → ϩδεςΟοΫؔ
ྫ1 • τϥϒϧޙͷࢭΛతʹ • ࢪࡦ1: τϥϒϧ࣌ʹυϦϯΫαʔϏεΛ͢Δ • ࢪࡦ2: τϥϒϧ࣌ʹΪϑτ݊Λ͢Δ •
ମײతʹϦϐʔτ͕վળͨ͠ • ౷ܭֶతͳࠜڌΛಘΔͨΊʹੳΛ͍ͨ͠
ྫ1 1. ར༻࣌ؒ, τϥϒϧͷ༗ແ, Ϧϐʔτͷ༗ແ, ٬Λूܭ 2. άϥϑͰൺֱ • શମͷϦϐʔτ
• τϥϒϧ༗ແʹΑΔϦϐʔτͷมԽ • ࣌ؒଳʹΑΔϦϐʔτͷมԽ
ྫ1 Ұݟ͢Δͱ • σΟφʔͷ΄͏͕Ϧϐʔτ͕ ͍ • τϥϒϧ͕ແ͍ͱ͖ͷํ͕ɹɹ Ϧϐʔτ͕ߴ͍
αϒάϧʔϓੳ • άϧʔϓ͝ͱʹάϥϑΛඳ͍ͯൺΔ • ݅ผʹ্͚ͨͰɺઆ໌มͱ݁ՌมͷؔੑΛݟΔ
ྫ1 • σΟφʔͷ΄͏͕Ϧϐʔτ ͕͍ • τϥϒϧͷ༗ແͱϦϐʔτ ؔͳ͍
ྫ1 - μϛʔม
ྫ1 - ߦྻ • 3ষ21અΑΓ • ϩδοτؔ • ϩδεςΟοΫؔͷٯ ؔ
• yͱxͷ͕ؔ؆ܿ
ྫ1 - ߦྻ ࠷খೋ๏ʹΑΔΓํͰɺ ͕ੜ͡Δɺͦ͜Ͱ ࠷๏ʹجͮ͘܁Γฦ͠ܭࢉͷ ΞϧΰϦζϜͰղ͘
ྫ1 - ࠷๏ nݸͷ݁Ռมy_iશ͕ͯಘΒΕΔ֬
ྫ1 - ࠷๏
ྫ1 - ࠷๏ ॏΈ:ͦΕͧΕͷઆ໌ม͕݁ՌมʹͲΕ͚ͩӨڹΛٴ΅͔͢? ͕͔ͬͨɻ
μϛʔม͕มΘΔ͜ͱͰɺϦϐʔτ͢Δ ֬ͲΕ্͚͕ͩΔͷ͔ʁ
Φοζൺ • ϩδοτؔͷ྆ลΛeͷࣗવରͨ͠ͷ • ϩδεςΟοΫճؼੳͷճؼbΛײతʹղऍ͘͢͠ ͢ΔͨΊͷࢦඪ • ΪϟϯϒϧอݥཧͷੈքͰΘΕΔ
ճؼ(ॏΈɾ͖)ͱΦοζൺ • ճؼ: આ໌มx͕1૿͑ͨͱ͖ɺxb͍ͭͮͭ͘૿͑Δͷ ͔? = ͖ • Φοζൺ: આ໌มx͕1૿͑ͨͱ͖ɺΦοζ(1/(1-p))Կഒͮ
ͭ૿͑Δͷ͔? = ͕֬ͲΕ্͚͕ͩΔ͔ʁ
ྫ1 - Φοζൺ
·ͱΊ • ඇઢܗͳؔͰੳ͢Δ͜ͱ͕Ͱ͖ͨ
ҰൠԽઢܗϞσϧ • ઢܗͳճؼੳΛΑΓҰൠԽͯ͠ߟ͑ͨͷ • ex)ϩδεςΟοΫճؼੳ • ઢܗ݁߹xbʹରͯ͠ϩδεςΟοΫؔͱ͍͏ؔΛ༻͍ ͯੳ͢Δख๏