早稲田大学大学院経済学研究科・政治学研究科（2023年度）西郷担当講義

（作成：西郷浩；掲示開始：2023年4月1日；最終更新：2023年11月25日）

講義の記録を目的としたページです。見栄えはよくありませんので、悪しからず。

Statistics [Graduate School of Economics]

l Lectures: Tuesday 9:00-10:30@3-404 Friday 9:00-10:30@3-606 (Fall Quarter)

l Textbook: Diez. D, Cetinkaya-Rundel, M., Barr, C., and OpenIntro, OpenIntro Statistics, fourth edition

l Language: English

l Grading: Assignments (50%) + the final exam (50%)

l Course Schedule:

1. October 6, 2023: Probability (trials, the sample space, sample points, events, probability, the joint probability, the marginal probability, the addition rule, the inclusion-exclusion formula, De Morgan’s law, the multiplication rule, the conditional probability, the independence)

2. October 10, 2023: Independence, Bayes’s theorem, conditional independence

Ø Assignment 1 (Due date: October 17, 2023)

3. October 17, 2023: Moments (expectation and variance)

4. October 20, 2023: Online contents (Explanations of solutions to Assignment 1).

5. October 24, 2023: Bivariate random variables, the joint distribution, the marginal distribution, the conditional distributions, the conditional expectations, the conditional variance.

6. October 27, 2023: Independence of random variables, common random variables (Bernoulli trials, the Bernoulli distribution, the binomial distribution, the Poisson distribution, the geometric distribution, the negative binomial distributions.)

7. October 31, 2023: The negative binomial distribution, the normal distribution

Ø Assignment 2, Due date: November 7, 2023.

8. November 1, 2023 : Online contents (Explanation of solutions to Assignment 2)

9. November 7, 2023: A population and a sample, paramters and statistics, sampling, sampling distribution, LLNs and CLTs, confidence intervals for the population proportion

10. November 10, 2023: Online contents (Explanations of solutions to Assignment 2).

11. November 14, 2023, hypothesis testing, the null hypothesis, the alternative hypothesis, type I error, type II error, the level of significance, the rejection region, p-value.

Ø Assignment 3, Due date: November 17, 2023.

12. November 17, 2023: two-sided tests, two-sample problems, tests for a population mean.

13. November 21, 2023: chi-square tests for goodness of fit and independence, t distribution, discussion on Assignment 3

14. November 24, 2023: final exam.

15. November 27, 2023: Online contents (Explanation of the final exam.)

以上