早稲田大学大学院経済学研究科・政治学研究科（2024年度）西郷担当講義

（作成：西郷浩；掲示開始：2024年4月9日；最終更新：2024年11月26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@3-702 Friday 9:00-10:30@3-702 (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 4, 2024: 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, Bayes’s rule)

2. October 8, 2024: Bayes’s rule, conditional independence

Ø Assignment 1 (Due date: October 15, 2024)

3. October 11, 2024: Cancelled (Online material will be given as the makeup)

4. October 15, 2024: Univariate distributions, Moments (expectation and variance), Bivariate distributions, conditional distributions.

5. October 18, 2024: Online contents (Explanations of solutions to Assignment 1).

6. October 22, 2024: conditional distributions, conditional expectations, conditional variances, iterated expectations, V(Y) = V(E(Y|X)) + E(V(Y|X)).

7. October 25, 2024: 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.)

8. October 29, 2024: Normal approximation of the binomial distribution, the fundamentals of statistical inference (up to general ideas of inference)

Ø Assignment 2, Due date: November 5, 2024.

9. November 5, 2024: Details of statistical inference (interval estimation and hypothesis testing)

10. November 8, 2024: Online content on Assignment 2.

11. November 12, 2024: Two-tailed tests, the Law of Large Numbers, the Central Limit Theorems, Inference on the population proportions.

Ø Assignment 3, Due date: November 19, 2024.

12. November 15, 2024: Two-sample problems for the population proportions, Chi-square tests for goodness of fit.

13. November 19, 2024: Chi-square tests for independence, one-sample problems for the population mean, two-sample problems for the population means

14. November 22, 2024: final exam.

Ø Redo is asked for those whose scores <= 35 = 70/2.

以上