Example: stock market

제 3 장 평균과 표준편차 - ezstat.snu.ac.kr

1. 2. , , 3. - - (RMS) 4. 5. 6. , , 3 1. ( , ) ( , ) 2 2. , , (mean) . X1,X2,.., Xn n . 3 1211nniiXXXXXnn=+ ++== 2. , , (median) n (n+1)/2 n n/2 (n+1)/2 median voter theorem: LAD . location choice . (mode) 4 , 2. , , = 2 5 0 1 3 4 5 6 7 8 0 1 2 3 4 5 6 7 8 0 1 2 4 5 6 7 8 1,2,2,3 1,2,2,5 1,2,2,7 2.

2. 평균, 중앙값, 최빈치. 평균(mean)은 관측치의 총합을 관측치의 개수로 나누어 구한다. X 1,X 2,…,X n 등 n개의 관측지가 주어져 있을 때 표본 평균은

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Transcription of 제 3 장 평균과 표준편차 - ezstat.snu.ac.kr

1 1. 2. , , 3. - - (RMS) 4. 5. 6. , , 3 1. ( , ) ( , ) 2 2. , , (mean) . X1,X2,.., Xn n . 3 1211nniiXXXXXnn=+ ++== 2. , , (median) n (n+1)/2 n n/2 (n+1)/2 median voter theorem: LAD . location choice . (mode) 4 , 2. , , = 2 5 0 1 3 4 5 6 7 8 0 1 2 3 4 5 6 7 8 0 1 2 4 5 6 7 8 1,2,2,3 1,2,2,5 1,2,2,7 2.

2 , , 6 2. , , : 7 2. , , : 2010 8 2. , , : 2010 9 2. , , : 2010 10 3. - - (RMS) ( , ) (1) (S) : . (2) (M) : . (3) (R) : - . : 0, 1, -3, 3, -1 RMS 245)1(3)3(1022222== ++ ++ =RMS - - (Root Mean Square) 11 4. (SD) RMS : 20, 10, 15, 15 (20+10+15+15)/4 = 15 , 5, -5, 0, 0 , )5(52222 = ++ +222122211()()()111(),()11nnniiiiXX X XX XnXX SXXnn== + ++ = = = 2S 12 4.

3 68-95 68% 1 . 95% 2 . 13 4. 14 5. - 1 0 . 0 1 15 5. : 0 0 , MS(mean square) 0/1=0 0/(1-1)=0/0 (indefinite form) . 0 ( ) . , 16 6. , , (measurement error) , ( )=( )+( ) (SD) (SD) (bias) , ( )=( )+( )+( ) (outlier) 17