Chapter 1 자료와 통계학



블룸버그 비즈니스위크 - NEW YORK, NEW YORK················4



1 경영 및 경제 분야에서의 활용············································5

1. 회계············································································5

2. 재무············································································6

3. 마케팅 ········································································6

4. 생산운영관리·································································6

5. 경제············································································6

6. 정보시스템···································································7



2 자료·················································································7

1. 원소, 변수, 관측값 ·························································7

2. 측정을 위한 척도····························································9

3. 범주형 자료와 양적 자료················································ 10

4. 횡단면 자료와 시계열 자료·············································· 10



3 자료의 출처···································································· 13

1. 현존하는 자료······························································ 13

2. 관측연구···································································· 15

3. 실험·········································································· 15

4. 시간과 비용 이슈·························································· 16

5. 자료 수집 오류····························································· 16



4 기술통계········································································ 16



5 통계적 추론···································································· 18



6 엑셀을 활용한 통계분석···················································20

1. 데이터 세트와 엑셀 워크시트··········································· 20

2. 통계분석에서의 엑셀 활용··············································· 21



7 애널리틱스·····································································22



8 빅데이터와 데이터 마이닝················································23



9 통계분석을 위한 윤리적 지침···········································24

요점정리··································································· 26

보충문제··································································· 26







Chapter 2 기술통계: 표와 그래프를 이용한 표현



콜게이트-NEW YORK, NEW YORK·····································34



1 범주형 자료 요약·····························································35

1. 도수분포표································································· 35

2. 상대도수분포표와 백분율도수분포표································· 36

3. 엑셀을 활용한 도수분포표, 상대도수분포표, 백분율도수분포표 작성 ········································································· 37

4. 막대그래프와 원그래프·················································· 38

5. 엑셀을 활용한 막대그래프 작성········································ 40

연습문제··································································· 42



2 양적 자료 요약································································44

1. 도수분포표································································· 44

2. 상대도수분포표와 백분율도수분포표································· 46

3. 엑셀을 활용한 도수분포표 작성········································ 46

4. 점그래프···································································· 48

5. 히스토그램································································· 49

6. 엑셀을 활용한 히스토그램 작성········································ 50

7. 누적도수분포······························································· 52

8. 줄기-잎 그림······························································· 53

연습문제··································································· 56



3 표를 이용한 두 변수 자료 요약 ········································· 59

1. 교차표 ······································································ 59

2. 엑셀 피봇 테이블을 활용한 교차표 작성······························ 61

3. 심슨의 역설 ································································ 63

연습문제··································································· 64



4 그래프를 이용한 두 변수 자료 요약···································66

1. 산점도와 추세선··························································· 66

2. 엑셀을 활용한 산점도와 추세선 작성································· 68

3. 묶은 막대그래프와 누적 막대그래프 ································· 70

4. 엑셀을 활용한 묶은 막대그래프와 누적 막대그래프 작성········· 72

연습문제··································································· 73



5 자료 시각화: 효과적인 자료 시각화 방안 ·························· 75

1. 효과적인 그래프 표현 방법·············································· 75

2. 그래프 표현 형식 선택··················································· 76

3. 데이터 대시보드··························································· 77

4. 자료 시각화 사례: 신시내티 동물원과 식물원 ······················ 78

요점정리··································································· 80

보충문제··································································· 81

사례연구 1. 펠리칸 스토어············································· 84

사례연구 2. 영화 개봉··················································· 85







Chapter 3 기술통계: 수리적 측도를 이용한 표현



스몰 프라이 디자인-SANTA ANA, CALIFORNIA··················90



1 위치 측도······································································· 91

1. 평균·········································································· 91

2. 중앙값······································································· 93

3. 최빈값······································································· 94

4. 엑셀을 활용한 평균, 중앙값, 최빈값 계산···························· 94

5. 가중평균···································································· 95

6. 기하평균···································································· 96

7. 엑셀을 활용한 기하평균 계산··········································· 98

8. 백분위수···································································· 98

9. 사분위수···································································· 99

10. 엑셀을 활용한 백분위수, 사분위수 계산·····························100

연습문제································································· 102



2 변동성 측도·································································· 106

1. 범위·········································································107

2. 사분위 범위································································107

3. 분산·········································································107

4. 표준편차···································································109

5. 엑셀을 활용한 표본분산, 표본표준편차 계산·······················109

6. 변동계수···································································110

7. 엑셀의 기술통계 도구 활용·············································111

연습문제································································· 112



3 분포의 형태, 상대 위치, 이상값 검출 측도·························115

1. 분포의 형태································································115

2. z-점수······································································116

3. 체비셰프의 정리··························································117

4. 경험적 법칙································································118

5. 이상값 탐지································································119

연습문제································································· 120



4 다섯 수치 요약과 상자그림············································· 123

1. 다섯 수치 요약····························································123

2. 상자그림···································································123

3. 엑셀을 활용한 상자그림 작성··········································124

4. 상자그림을 이용한 비교분석···········································125

5. 엑셀을 활용한 상자그림 비교분석····································125

연습문제································································· 127



5 두 변수 간의 연관성 측도··············································· 130

1. 공분산······································································130

2. 공분산의 해석·····························································132

3. 상관계수 ··································································134

4. 상관계수의 해석··························································135

5. 엑셀을 활용한 표본공분산, 표본상관계수 계산····················136

연습문제································································· 137



6 데이터 대시보드···························································· 139

요점정리································································· 142

보충문제································································· 143

사례연구 1. 펠리칸 스토어··········································· 147

사례연구 2. 영화개봉················································· 148

사례연구 3. 헤븐리 초콜릿 웹사이트 상거래······················ 149

사례연구 4. 아프리카 코끼리 개체 수······························ 150







Chapter 4 확률 입문



미 항공우주국-WASHINGTON, DC··································· 154



1 확률실험, 계산규칙과 확률 부여하기······························ 155

1. 계산규칙, 조합, 순열····················································156

2. 확률 부여하기·····························································160

3. 켄터키 전력회사 프로젝트의 확률····································162

연습문제································································· 163



2 사건과 확률·································································· 165

연습문제································································· 166



3 확률의 기본 법칙··························································· 168

1. 여사건······································································168

2. 확률의 덧셈법칙··························································169

연습문제································································· 172



4 조건부 확률···································································174

1. 독립사건···································································177

2. 확률의 곱셈법칙··························································178

연습문제································································· 179



5 베이즈 정리···································································181

1. 표 접근법··································································185

연습문제································································· 186

요점정리································································· 187

보충문제································································· 187

사례연구 1. 해밀턴 카운티의 판사들······························· 190

사례연구 2. 랍스 마켓················································· 192







Chapter 5 이산확률분포



선거 유권자 대기시간····························································196



1 확률변수······································································ 197

1. 이산확률변수······························································197

2. 연속확률변수······························································198

연습문제································································· 198



2 이산확률분포······························································· 199

연습문제································································· 202



3 기댓값과 분산······························································· 204

1. 기댓값······································································204

2. 분산·········································································204

3. 엑셀을 활용한 기댓값, 분산, 표준편차 계산························205

연습문제································································· 206



4 이변량 분포, 공분산, 재무 포트폴리오····························· 208

1. 경험적 이변량 이산확률분포···········································209

2. 재무분야 응용·····························································211

요점정리································································· 215

연습문제································································· 215



5 이항확률분포·································································217

1. 이항실험···································································217

2. 마틴 의류가게 문제······················································219

3. 엑셀을 활용한 이항분포의 확률 계산································223

4. 이항분포의 기댓값과 분산··············································225

연습문제································································· 225



6 포아송 확률분포··························································· 227

1. 시간의 구간을 포함하는 예제··········································228

2. 길이 또는 거리를 포함하는 예제······································229

3. 엑셀을 활용한 포아송 분포의 확률 계산·····························229

연습문제································································· 232

요점정리································································· 233

보충문제································································· 234

사례연구-맥닐의 자동차 판매점····································· 236







Chapter 6 연속확률분포



프록터 & 갬블 -CINCINNATI, OHIO ·································· 240



1 균일확률분포·································································241

1. 확률척도로서의 면적····················································243

연습문제································································· 244



2 정규확률분포······························································· 246

1. 정규곡선···································································246

2. 표준정규확률분포························································248

3. 정규확률분포의 확률 계산··············································253

4. 그리어 타이어 사례······················································254

5. 엑셀을 활용한 정규분포의 확률 계산································256

연습문제································································· 258



3 지수확률분포································································261

1. 지수확률분포의 확률 계산··············································262

2. 포아송 분포와 지수분포의 관계·······································263

3. 엑셀을 활용한 지수분포의 확률 계산································264

연습문제································································· 265

요점정리································································· 266

보충문제································································· 266

사례연구 1. 스페셜티 토이즈········································ 269

사례연구 2. 겝하르트 일렉트로닉스································ 270







Chapter 7 표본추출과 표본분포



식량농업기구-ROME, ITALY··············································· 274



1 전자공업협회의 표본추출 문제······································· 276



2 표본의 선택·································································· 276

1. 유한 모집단에서의 표본추출···········································277

2. 무한 모집단에서의 표본추출···········································281

연습문제································································· 283



3 점추정········································································· 284

1. 실질적 적용································································285

연습문제································································· 286



4 표본분포의 개념··························································· 288



5 x의 표본분포······························································· 291

1. x의 기댓값·······························································291

2. x의 표준편차·····························································292

3. x의 표본분포 형태······················································293

4. EAI 예제에서 x의 표본분포··········································295

5. x의 표본분포의 실질적 가치··········································295

6. 표본크기와 의 표본분포 간의 관계································297

연습문제································································· 299



6 p의 표본분포······························································ 301

1. p의 기댓값································································302

2. p의 표준편차·····························································302

3. p의 표본분포 형태······················································303

4. p의 표본분포의 실질적 가치··········································304

연습문제································································· 305



7 기타 표본추출 방법······················································· 308

1. 층화무작위추출···························································308

2. 군집추출···································································309

3. 계통추출···································································310

4. 편의추출···································································310

5. 판단추출···································································311



8 실질적 적용: 빅데이터와 표본추출의 오차························311

1. 표본오차···································································311

2. 비표본오차································································312

3. 빅데이터···································································314

4. 빅데이터에 대한 이해···················································315

5. 빅데이터가 표본오차에 미치는 영향·································315

연습문제································································· 318

요점정리································································· 321

보충문제································································· 322

사례연구-마리온 유업················································· 325







Chapter 8 구간추정



푸드라이온-SALISBURY, NORTH CAROLINA·················· 328



1 모집단 평균: σ를 아는 경우············································ 329

1. 오차범위와 구간추정치·················································329

2. 엑셀 활용하기·····························································333

3. 실질적 조언································································335

연습문제································································· 335



2 모집단 평균: σ 를 모르는 경우········································ 337

1. 오차범위와 구간추정치·················································340

2. 엑셀 활용하기·····························································341

3. 실질적 조언································································342

4. 소표본 사용하기··························································343

5. 구간추정 절차 요약······················································344

연습문제································································· 345



3 표본크기의 결정···························································· 347

연습문제································································· 349



4 모집단 비율·································································· 351

1. 엑셀 활용하기·····························································352

2. 표본크기의 결정··························································354

연습문제································································· 356



5 실질적 적용: 빅데이터와 구간추정·································· 359

1. 빅데이터와 신뢰구간의 정밀도········································359

2. 빅데이터가 신뢰구간에 미치는 영향·································361

연습문제································································· 362

요점정리································································· 363

보충문제································································· 364

사례연구 1. Young Professional 잡지··························· 368

사례연구 2. 걸프 부동산·············································· 369







Chapter 9 가설검정



존 모렐 앤 컴퍼니-CINCINNATI, OHIO································374



1 귀무가설과 대립가설의 설정·········································· 375

1. 연구가설 성격인 대립가설··············································375

2. 이의제기 가정인 귀무가설··············································376

3. 귀무가설과 대립가설 형식 요약·······································377

연습문제································································· 378



2 제1종 오류와 제2종 오류··············································· 379

연습문제································································· 381



3 모집단 평균: σ 를 알고 있는 경우···································· 382

1. 단측검정···································································382

2. 양측검정···································································388

3. 엑셀을 활용한 분석······················································391

4. 요약 및 실질적 적용을 위한 조언·····································392

5. 가설검정과 구간추정과의 관계········································393

연습문제································································· 395



4 모집단 평균: σ 를 모르는 경우········································ 398

1. 단측검정···································································399

2. 양측검정···································································400

3. 엑셀을 활용한 분석······················································401

4. 요약 및 실질적 적용·····················································403

연습문제································································· 404



5 모비율·········································································· 407

1. 엑셀을 활용한 분석······················································409

2. 요약 및 실질적 적용·····················································410

연습문제································································· 411



6 실질적 적용: 빅데이터와 가설검정···································414

1. 빅데이터, 가설검정, p- 값·············································414

2. 가설검정에서 빅데이터의 영향········································415

연습문제································································· 416

요점정리································································· 417

보충문제································································· 418

사례연구 1. 품질협회················································· 421

사례연구 2. 베이뷰대학 경영대학 학생들의 윤리적 행동········ 422







Chapter 10 두 모집단 간 평균과 비율에 대한 추론



미국 식품의약청-WASHINGTON, D.C.······························· 426



1 두 모집단 평균 차이에 대한 추론: σ1 과 σ2 를 알고 있을 때·· 427

1. μ1 ? μ2 의 구간추정······················································427

2. 엑셀을 활용한 신뢰구간 추정··········································429

3. μ1 ? μ2 에 대한 가설검정···············································431

4. 엑셀을 활용한 가설검정················································433

5. 실질적 적용을 위한 조언···············································435

연습문제································································· 435



2 두 모집단 평균 차이에 대한 추론: σ1 과 σ2 를 모를 때······· 437

1. μ1 ? μ2 의 구간추정······················································438

2. 엑셀을 활용한 신뢰구간 추정··········································439

3. μ1 ? μ2 에 대한 가설검정···············································441

4. 엑셀을 활용한 가설검정················································443

5. 실질적 적용을 위한 조언···············································445

연습문제································································· 445



3 두 모집단 평균 차이에 대한 추론: 대응표본····················· 448

1. 엑셀을 활용한 가설검정················································450

연습문제································································· 452



4 두 모집단 비율 차이에 대한 추론···································· 455

1. p1 ? p2의 구간추정·······················································455

2. 엑셀을 활용한 신뢰구간 추정··········································457

3. p1 ? p2에 대한 가설검정················································459

4. 엑셀을 활용한 가설검정················································460

연습문제································································· 462

요점정리································································· 464

보충문제································································· 464

사례연구-PAR INC.·················································· 466







Chapter 11 모분산에 대한 추론



미국 정부 회계감사원-WASHINGTON, D.C.······················· 470



1 모분산에 대한 추론························································471

1. 구간추정···································································472

2. 엑셀을 활용한 신뢰구간 추정··········································474

3. 가설검정···································································476

4. 엑셀을 활용한 가설검정················································479

연습문제································································· 480



2 두 모분산에 대한 추정··················································· 482

1. 엑셀을 활용한 가설검정················································487

연습문제································································· 488

요점정리································································· 490

보충문제································································· 490

사례연구-공군 훈련 프로그램······································· 492







Chapter 12 적합도, 독립성 및 모비율의 동일성 검정



공동모금-ROCHESTER, NEW YORK·································496



1 적합도 검정·································································· 497

1. 다항확률분포······························································497

2. 엑셀을 활용한 적합도 검정·············································501

연습문제································································· 502



2 독립성 검정·································································· 503

1. 엑셀을 활용한 독립성 검정·············································508

연습문제································································· 509



3 3개 이상의 모집단에서 비율의 동일성 검정······················512

1. 다중비교 절차·····························································515

2. 엑셀을 활용한 모비율의 동일성 검정································517

연습문제································································· 519

요점정리································································· 521

보충문제································································· 521

사례연구 1. 푸엔티스 솔티 스낵····································· 523

사례연구 2. 프레즈노 보드게임······································ 525







Chapter 13 실험설계 및 분산분석



버크 사-CINCINNATI, OHIO·············································· 528



1 실험설계의 소개와 분산분석·········································· 530

1. 자료 수집··································································531

2. 분산분석을 위한 가정···················································532

3. 분산분석: 기본 개념·····················································533



2 분산분석과 완전확률화설계··········································· 535

1. 처리 간 분산 추정치·····················································537

2. 처리 내 분산 추정치·····················································537

3. 분산 추정치의 비교: F검정·············································538

4. 분산분석표································································540

5. 엑셀을 활용한 분석······················································541

6. k 개 모집단 평균의 동일성 검정: 관측연구··························543

연습문제································································· 545



3 다중비교 절차······························································· 547

1. 피셔의 LSD·······························································548

2. 제1종 오류율······························································550

연습문제································································· 551

요점정리································································· 553

보충문제································································· 554

사례연구-영업 전문가 보상·········································· 556







Chapter 14 단순선형회귀분석



월마트-BENTONVILLE, ARKANSAS································ 560



1 단순선형회귀모형··························································561

1. 회귀모형과 회귀식·······················································561

2. 회귀식의 추정·····························································562



2 최소제곱법··································································· 564

1. 엑셀을 활용한 산점도, 추정회귀선, 추정회귀식 작성·············568

연습문제································································· 569



3 결정계수······································································ 573

1. 엑셀을 활용한 결정계수 계산··········································577

2. 상관계수···································································578

연습문제································································· 579



4 모형의 가정·································································· 581



5 유의성 검정·································································· 583

1. σ2 의 추정··································································583

2. t 검정·······································································584

3. β1의 신뢰구간····························································586

4. F 검정······································································586

5. 유의성 검정 결과 해석에 대한 주의사항·····························588

연습문제································································· 590



6 추정회귀식을 이용한 추정과 예측··································· 591

1. 구간추정···································································592

2. y 평균값의 신뢰구간····················································592

3. y 개별값의 신뢰구간····················································594

연습문제································································· 597



7 엑셀의 회귀분석 도구···················································· 598

1. 아르만즈 피자 팔러 문제에 엑셀 회귀분석 도구 적용············598

2. 추정회귀식 결과값 해석················································600

3. 분산분석 결과값 해석···················································601

4. 회귀분석 통계량 결과값 해석··········································602

연습문제································································· 602



8 실질적 적용: 단순선형회귀분석에서 빅데이터와 가설검정·603

요점정리································································· 604

보충문제································································· 605

사례연구 1. 주식시장 위험 측정····································· 607

사례연구 2. 미교통부················································· 608

사례연구 3. 포인트 앤드 슛 디지털 카메라 고르기··············· 609

Appendix 14.1 미적분을 이용한 최소제곱 공식의 유도······· 611

Appendix 14.2 상관관계를 이용한 유의성 검정················ 613







Chapter 15 다중회귀분석



인터내셔널 페이퍼-PURCHASE, NEW YORK······················618



1 다중회귀모형·································································619

1. 회귀모형과 회귀식·······················································619

2. 다중회귀식의 추정·······················································620



2 최소제곱법··································································· 621

1. 예제: 버틀러 화물운송 회사············································621

2. 엑셀의 회귀분석 도구를 이용하여 다중회귀식 추정하기·········624

3. 계수 해석에 대한 주의사항·············································626

연습문제································································· 626



3 다중결정계수································································ 630

연습문제································································· 631



4 모형의 가정·································································· 633



5 유의성 검정·································································· 634

1. F 검정·······································································635

2. t 검정········································································637

3. 다중공선성································································638

연습문제································································· 640



6 추정과 예측을 위한 추정회귀방정식 활용························ 642

연습문제································································· 643



7 범주형 독립변수···························································· 644

1. 예제: 존슨 정수기회사··················································644

2. 모수의 해석································································646

3. 복잡한 범주형 변수······················································648

연습문제································································· 649

요점정리··········