132nd UTokyo Open Lecture, Spring 2021 “Data”
Held on 2021

132nd UTokyo Open Lecture, Spring 2021 “Data”

Mathematics of false discovery [JP]
Yuta Koike

Video

00:00 タイトル・東大TV映像等資料のご利用にあたって
00:16 講演者挨拶
03:20 自己紹介と講演概要紹介
10:15 導入:投資信託のパフォーマンス評価
21:23 統計的仮設検定
26:04 中心極限定理
29:25 中心極限定理をふまえて統計的仮説検定再訪
31:06 複数の投資信託を評価する場合
38:04 ブートストラップ法
43:14 まとめ
44:30 エンドタイトル
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.

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講師紹介
the University of Tokyo Graduate School of Mathematical Science / Associate Professor
※所属・役職は登壇当時のものです。

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