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RUTILEA社内勉強会第3回 「意外な統計」

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RUTILEA社内で定期的に行っている勉強会の第3回です.
第三回のテーマは”意外な統計”です.

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RUTILEA社内勉強会第3回 「意外な統計」

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  2. 2. ' IIOutlinee. # l Z s c o r e v i a robust s t a t i s t i c s # 2 Bayesian perspective
  3. 3. # l Z s c o r e v i a robust s t a t i s t i c s Z z=¥¥Y# He,I f z > 3 , w e regard × i t a s a n outlier. But, this method could be unstable. |CA# t r u e observation i 6,27, 6.34, 6,25, 6,31, 6.28 mistake observation: 6,27, 6,34, 6.25, 63, I , 6.28 -
  4. 4. ( l Non robust s t a t i s t i c s c a n n o t detect outliers' i n the c a s e of s m a l l samples." Actuall, m e a n ( x ) = T I L X = 17.65 Std ( X ) = 2 5 . 4 1 Z = - 0 . 4 5 , - 0 . 4 5 , - 0 . 4 5 , # - 0 , 4 5 W e w i l l modify this conventional s t a t i s t i c s with robust s t a t i s t i c s . m e a n → median S td → median absolute deviation (MAD)
  5. 5. median (X) 6. 2 5 I 6.27 E # E b. 3 4 E 63,10 stable e s t i m a t o r M A D (X) = 1.48 med: ahl X i - m e d i a n 1411 = 0 , 0 4 4 (true Std i s 0.035) stable e s t i m a t o r Robust z s c o r e - 0 . 2 2 E 1,35 E - O . 6 7 E / 2 7 7, 5 E O, O
  6. 6. Discussion a n d Conclusion * I n the c a s e of small dataset, normal s t a t i s t i c s i s affected by outliers to o heavily. * The influence could be asseseid by the influence analysis. Ref, M i a hubert, et.cl. 2017.
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