早稲田大学大学院経済学研究科・政治学研究科（2025年度）西郷担当講義

（作成：西郷浩；掲示開始：2025年4月1日；最終更新：2025年11月21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 3, 2025: Purpose, grading policy, schedule, 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 7, 2025: Bayes’s rule, conditional independence, random variables, expectation.

3. October 10, 2025: The distribution function, the variance of X, bivariate distributions (the joint probability distribution, the marginal distribution, and the conditional distribution)

Ø Assignment 1, deadline: 2025_1017.

4. October 14, 2025: Conditional distributions (continued), independence of random variables, correlation and the variance of X + Y, intuitive explanation of the sign of the covariance.

5. October 17, 2025: Conditional expectation, conditional variance. Due date of Assignment 1. Assignment 1 was returned from October 20, 2025.

6. October 21, 2025: Binomial distribution, Poisson distribution, geometric distribution.

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 28, 2025: Alternative definition of the negative binomial distribution, statistical inference (continued), overview on point estimation, interval estimation, and hypothesis testing, details about interval estimation.

Ø Assignment 2, Due date: November 4, 2025.

9. November 4, 2025: Details of hypothesis testing

10. November 7, 2025: Inference on the population proportion, the MLE, two sample problems for the population proportions, chi-square tests for goodness of fit.

11. November 11, 2025: Chi-square tests for independence, inference on the population means, one-sample problems.

Ø Assignment 3, Due date: November 18, 2025.

12. November 14, 2025: Paired sample, two sample problems, ANOVA, the sample mean and variance under normality.

13. November 18, 2025: linear regression models

14. November 21, 2025: final exam.

Ø Redo is asked for those whose scores <= 50 nearly = [0.6*90].

以上