统计方法EMBA教案

GuojunWang(王国俊),Ph.D.SchoolofEconomicsandManagementOffice:Room1616,TongjiBuildingSuiteAEmail：[e-mail]:GuojunWangEconBasicsofCalculus,Statistics&AnalysisAboutMeJoinedSEM@TongjiUniversityinSeptember,2014EducationBackgroundUCDavisPh.D.inEconomicsUCBerkeleyExchangestudentinthefinancePh.D.programUniversityofCentralFloridaM.S.inFinancialMathematicsZhejiangUniversityB.S.&M.S.inMathematicsWorkingExperienceQuantitativeStrategiesGroup-CalPERS(largestUSpensionfund)InfrastructureInvestmentGroup-CalSTRS(2ndlargestUSPensionfund)HedgeFundGroup-ChinaInvestmentCorporation(sovereignwealthfundofChina)FixedIncomeGroup-MatthewsAsia(top5Asia-focusedmutualfund)WealthManagement-MorganStanleySmithBarneyPart2BasicStatisticalTechniquesinBusinessandManagementBasicStatisticalTechniquesinBusinessandManagementContentsWhatisStatistics?DescriptiveStatisticsInferentialStatisticsDescriptiveStatisticsMethodsFrequencyDistributionandStatisticalChartsMeasureofCentralTendencyMeasuresofdispersionandskewnessStatisticsisonlyonekindof,butmostoftenusedquantitativemethodinB&M.ThedefinitionandusesofthestatisticslStatisticsinourlife:economicgrowth,consumerpriceindex,stockmarketpriceindex,thestructureofproducts,agestructureofcompanyemployee,……WhatisStatistics?Asakindofscience,statisticsisthescienceofcollecting,organizing,presenting,analyzingandinterpretingnumericaldataforthepurposeofassistinginbusinessanalysisanddecisionmaking.Statisticstellyouhowtocollectdatayouneed,howtoorganizeandinterpretthedata,howtoanalyzethedataandgetmoreandusefulinformation,howtounderstandcomprehensivelytheissuesyouinterestin.:Financialanalysts,Economists,Marketadministration,Financialinstitutions,Marketingmanagers,accountants,qualitymanagers,businessexecutives,educators,gamers,governments,hospitaladministration,……Teachers,Doctors,farmers,individualinvestors,bankers,socialworkers,alsousethestatisticsintheirworkandeveninthelife.TwotypesstatisticslDescriptiveStatistics:Statisticalmethodsofdescribingdatathathavebeencollected.StatisticalTechniquesfororganizing,summarizing,andpresentingdatainaninformativeway.Itcanhelpusknowthekeyinformationofthepopulation.lInferentialStatistics(StatisticalInferenceorInductiveStatistics;推断统计学)InferentialStatisticsisaboutmethodsusedtofindoutsomemeaningfulinformationaboutapopulationbasedonasample.WhatisPopulation?Acollectionofall-possibleindividuals、events、objects、ormeasurementsofinteresting.Aparticularobjecttobestudied.SuchastheannualincomeofPT11participants,theprofitabilityofFORTUNE500、theworkloadofemployeeinyourcompanies,andsoon.WhatisSample?Aportion,orpartofthepopulationweareinterest.SuchastheannualincomeofparticipantsinG5,theworkloadwhoworkinmarketingdepartment,theparticipantswhoareworkingforFortune500inPT13…...CaseStudy:Case2ThedescriptiveanalysisofprofitabilityforHSIconstituentsChapter3DescriptiveStatisticalMethods:meansofcommunication3.1FrequencyDistributionandStatisticalChartsWewilllearnhowtosummarizedata.Therearetwotypesofmethodsummarizingrawdata:frequencydistributionandcharts.Showingsalaryand…,profitabilityofHISconstituentsin2011Whatinformationyoucanhavefromthesetables?3.1.1FrequencydistributionInpractice,weoftenfaceabigpileofdata,wecan’tgetanyinformationfromthesedata.Soweneedsomekindmethodstosummarizethesedataandgetusefulinformationaboutoveralloftheobject.Thefrequencydistributionisoneofthemethods.19811410246810127911131517gradeofPT12A.ConstructionofaFrequencyDistributionYoucanconstructafrequencydistributionbyfollowingstepswhenyouhavemanydataalready:Step1:Settingupgroupings(calledclasses).Groupingcriterion(ageofstudents)Determineagroupinterval(5years)Step2:Tallyingobservationsintotheirappropriateclass;(computercandoitforyou)Step3:Countingthenumberoftalliesineveryclass.Thenwegetthenumberofobservationineachclass,thiscalled‘classfrequency’Example:“P/EofHS300.EXLB.ClassIntervalandMidpointClassinterval(25-20=30-25=40-35=5)isthesizebetweenthelowerlimitandupperlimitoftheclass;thissizemustbesameineachclassMidpointisinthemiddleoftheclass(23or28or33or38etc.),alsocalled‘classmark’.C.SuggestionsonConstructingaFrequencyDistribution.Useequal-sizeclassinterval.Findthesuggestedclassinterval((highestvalue-lowestvalue)/numberofclasses)..Chooseaappropriatenumberofclasses(ingeneral,5-15classesaresuggested).1594603318181293301020304050607080901001020304050607080其他FrequencyDistributionP/EratioofHS3003.1.2GraphingthefrequencydistributionWehavethreecommonlyusedgraphicformstographingfrequencydistribution:A.HistogramSeeEXELsheetB.FrequencypolygonItconsistsoflinesegmentsconnectingthepointsformedbyintersectionoftheclassmidpointandclassfrequency.Frequencypolygonpreferredwhencomparingdistribution.3.1.3RelativefrequencydistributionandcumulativepolygonA.RelativefrequencydistributionSometimes,describingthefrequencydistributionwithrelativescalemaybeveryeffective,itshowsthepercentofthetotalnumberofobservationsineachclass.Toconverttheclassfreq