HOME 学部後期課程 確率統計II

# 確率統計II

The course will explain families of probability distributions as statistical models and statistical inference methods for them. Through several examples, the course aims to familiarize students with the fundamentals of probability statistics. The first half of the course begins with the representation of the probabilistic structure of events and covers various properties of probability and independence, random variables and probability distributions, discrete and continuous distributions, characteristics of distributions such as expected values, and multidimensional distributions. In the second half, based on the various concepts introduced in the first half, unbiased estimation and related optimality of statistical models will be presented. (Partly translated with DeepL)

コース名

08E1032
FAS-EA4B33L1

S1 S2

2

NO

・確率構造の表現：標本空間、事象、独立性、条件付き確率 ・実確率変数と確率分布 ・離散分布と連続分布 ・分布の特徴量（期待値や分散など）、母関数 ・多次元分布と独立性、共分散、相関係数、多項分布、多変量正規分布 ・変数変換、標本分布 ・条件付き分布と条件付き期待値 ・統計モデルと不偏推定：不偏推定量、クラーメル・ラオの不等式、推定量の有効性 ・指数型分布族

とくに指定しない。

その他