数理統計学 - web.econ.keio.ac.jp

20040607 13;15;20 30;0701 02;04 06;0710;13;0911;28;20050815( );.. 2006 . web .. ~ .. 1 4. 2 .. 4.. 5. 2 .. 6. 2 8. JR Y 1990 .. 8.. 8.. 9.. 10. Y .. 12.. 12. 3 13.. 13.. 15.. 17.. 18.. 19.. 20. 4 20.. 20.. 22.. 23.. 24. LLN, CLT .. 24. 5 26.. 26.. 28.. 29. 13 .. 29. 2 .. 31. 6 32.. 32.. 33. 2 .. 34. 3 .. 35. 7 1 1 2 t 37. 2.. 37.. 39. t .. 40.. 41.. 42. 28 .. 43. 32 .. 44. 8 2 F t 44. F .. 44.. 46.. 47.. 47. 2 .. 48. 9 49.. 49. 2. F .. 51.. 54. 10 55.. 55.. 56.. 57.. 57.. 59.. 60.. 61. 11 62. 64. 4. 1 . 2 . 2 . n . p 0 < p < 1 p = 0 . p = 1 .. 1 .. (1) .. 3.. n . 1 0 0, 1 n . = {(s1 , s2 , , sn ) {0, 1}n} . 1 p . 1 p 1 . 1 p . P[ (s1 , s2 , , sn ) ] = ps1 + +sn (1 p)n (s1 + +sn ) . (1). n . n k . P w . Nn : {0, 1, , n} P Nn . P N P Nn 1 . Qn = P Nn 1 k . Qn ({k}) = P[ Nn 1 (k) ] = P[ Nn = k ]. (2). P Nn = k k .. {w = (s1 , , sn ) | Nn (w) = k} = {Nn = k}.

数理統計学講義ノート stat05.tex 服部哲弥 20040607–13;15;20–30;0701–02;04–06;0710;13;0911;28;20050815( 誤植); 数理統計学

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