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)
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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