早稲田大学大学院経済学研究科・政治学研究科(2026年度)西郷担当講義

 

(作成:西郷浩;掲示開始:2026年4月1日;最終更新:2026年10月23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。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.      2026_1002: Purpose, grading policy, schedule, probability (trials, the sample space, sample points, events, probability, the joint probability, the addition rule, the inclusion-exclusion formula, De Morgan’s law, the multiplication rule, the conditional probability, the independence)

2.      2026_1006: The Bayes rule, random variables, expectation, variance

3.      2026_1009: Y = a + bX, bivariate distributions (the joint probability distribution, the marginal distribution, and the conditional distribution), correlation and the variance of X + Y

Ø  Assignment 1, deadline: 2026_1016.

4.      2026_1013: V(X+Y) (continued), intuitive explanation of the sign of the covariance, E(X1+X2+...+Xn), V(X1+X2+...+Xn), E(Xbar), V(Xbar), intuitive explanation of V(Xbar) < V(X), conditional expectation, .

5.      2026_1016: Conditional variance, the normal distribution, the Bernoulli distribution, the binomial distribution. Due date of Assignment 1.

6.      2026_1020: Binomial distribution (example), Poisson distribution, geometric distribution, negative binomial distribution, normal approximation.

7.      2026_1023: Statistical inference, population and sample, parameters and statistics, the sampling distribution of the sample statistic, point estimation, interval estimation, hypothesis testing.

8.      October 27, 2026: Hypothesis testing as a decision making, Type I error and Type II error, construction of the rejection region.

Ø  Assignment 2, Due date: November 3, 2026.

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].

 

Stats Camp

l  Lectures:

Ø  Spring: 2026_0406-0408 9:00-12:20@3-702

Ø  Fall: 2026_0928-0930@3-702

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

l  Language: 日本語(春学期)、English(fall semester)

l  Course Schedule:

Ø  Day 1: Probability

ü  The sample space, events, probability, the addition rule, the conditional probability, the multiplication rule, independence, the Bayes rule, exercises

Ø  Day 2: Random variables              

ü  Random variables, probability function, probability density function, expectation, variance, bivariate distribution, covariance.

Ø  Day 3: Sampling

ü  Population, sample, parameters, statistics, simple random sampling, the sampling distribution of the sample mean

 

以上