Chapter
タイトル・東大TV映像等資料のご利用にあたって
00:00
講演者挨拶
00:16
自己紹介と講演概要紹介
03:20
導入:投資信託のパフォーマンス評価
10:15
統計的仮設検定
21:23
中心極限定理
26:04
中心極限定理をふまえて統計的仮説検定再訪
29:25
複数の投資信託を評価する場合
31:06
ブートストラップ法
38:04
まとめ
43:14
エンドタイトル
44:30
00:44
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Since data are usually subject to noise, we need to examine whether information obtained from the data is accidental or not.
In this lecture, we introduce statistical hypothesis testing, a framework to accomplish this purpose, along with problems arising when the data become large. NOTE:
- This lecture was conducted only in Japanese.
★Your sharing on SNS may inspire others.
In this lecture, we introduce statistical hypothesis testing, a framework to accomplish this purpose, along with problems arising when the data become large. NOTE:
- This lecture was conducted only in Japanese.
★Your sharing on SNS may inspire others.
Lecturer
the University of Tokyo Graduate School of Mathematical Science / Associate Professor
※Affiliations and positions are as of the time of recording.