| dc.contributor.advisor | Omelka, Marek | |
| dc.creator | Dzurilla, Matúš | |
| dc.date.accessioned | 2019-10-17T11:58:05Z | |
| dc.date.available | 2019-10-17T11:58:05Z | |
| dc.date.issued | 2019 | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11956/109343 | |
| dc.description.abstract | Táto práca sa zaoberá Edgeworthovým rozvojom pre aproximáciu rozdelenia odhadu parametra. Úloha práce je uviesť pojem Edgeworthov rozvoj, zaviesť jeho predpoklady a s nimi súvisiace termíny. Následne ukázať postup pre odvodenie prvého člena Edgeworthovho rozvoja. Nakoniec túto aproximáciu demonštrovať na príkladoch, porovnať ho s inými aproximáciami (hlavne centrálnou limitnou vetou) a ukázať silné a slabé stránky Edgeworthovho rozvoja | cs_CZ |
| dc.description.abstract | This thesis is focused around Edgeworth's expansion for approximation of distribution for parameter estimation. Aim of the thesis is to introduce term Edgeworth's expansion, its assumptions and terminology associated with it. Afterwards demonstrate process of deducting first term of Edgeworth's expansion. In the end demonstrate this deduction on examples and compare it with different approximations (mainly central limit theorem), and show strong and weak points of Edgeworth's expansion. | en_US |
| dc.language | Slovenčina | cs_CZ |
| dc.language.iso | sk_SK | |
| dc.publisher | Univerzita Karlova, Matematicko-fyzikální fakulta | cs_CZ |
| dc.subject | Edgeworthův rozvoj | cs_CZ |
| dc.subject | charakteristická funkcia | cs_CZ |
| dc.subject | centrálna limitná veta | cs_CZ |
| dc.subject | Edgeworth expansion | en_US |
| dc.subject | characteristic function | en_US |
| dc.subject | central limit theorem | en_US |
| dc.title | Edgeworthov rozvoj | sk_SK |
| dc.type | diplomová práce | cs_CZ |
| dcterms.created | 2019 | |
| dcterms.dateAccepted | 2019-09-09 | |
| dc.description.department | Department of Probability and Mathematical Statistics | en_US |
| dc.description.department | Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
| dc.description.faculty | Faculty of Mathematics and Physics | en_US |
| dc.description.faculty | Matematicko-fyzikální fakulta | cs_CZ |
| dc.identifier.repId | 214631 | |
| dc.title.translated | Edgeworth expansion | en_US |
| dc.title.translated | Edgeworthův rozvoj | cs_CZ |
| dc.contributor.referee | Nagy, Stanislav | |
| thesis.degree.name | Mgr. | |
| thesis.degree.level | navazující magisterské | cs_CZ |
| thesis.degree.discipline | Probability, mathematical statistics and econometrics | en_US |
| thesis.degree.discipline | Pravděpodobnost, matematická statistika a ekonometrie | cs_CZ |
| thesis.degree.program | Matematika | cs_CZ |
| thesis.degree.program | Mathematics | en_US |
| uk.thesis.type | diplomová práce | cs_CZ |
| uk.taxonomy.organization-cs | Matematicko-fyzikální fakulta::Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
| uk.taxonomy.organization-en | Faculty of Mathematics and Physics::Department of Probability and Mathematical Statistics | en_US |
| uk.faculty-name.cs | Matematicko-fyzikální fakulta | cs_CZ |
| uk.faculty-name.en | Faculty of Mathematics and Physics | en_US |
| uk.faculty-abbr.cs | MFF | cs_CZ |
| uk.degree-discipline.cs | Pravděpodobnost, matematická statistika a ekonometrie | cs_CZ |
| uk.degree-discipline.en | Probability, mathematical statistics and econometrics | en_US |
| uk.degree-program.cs | Matematika | cs_CZ |
| uk.degree-program.en | Mathematics | en_US |
| thesis.grade.cs | Dobře | cs_CZ |
| thesis.grade.en | Good | en_US |
| uk.abstract.cs | Táto práca sa zaoberá Edgeworthovým rozvojom pre aproximáciu rozdelenia odhadu parametra. Úloha práce je uviesť pojem Edgeworthov rozvoj, zaviesť jeho predpoklady a s nimi súvisiace termíny. Následne ukázať postup pre odvodenie prvého člena Edgeworthovho rozvoja. Nakoniec túto aproximáciu demonštrovať na príkladoch, porovnať ho s inými aproximáciami (hlavne centrálnou limitnou vetou) a ukázať silné a slabé stránky Edgeworthovho rozvoja | cs_CZ |
| uk.abstract.en | This thesis is focused around Edgeworth's expansion for approximation of distribution for parameter estimation. Aim of the thesis is to introduce term Edgeworth's expansion, its assumptions and terminology associated with it. Afterwards demonstrate process of deducting first term of Edgeworth's expansion. In the end demonstrate this deduction on examples and compare it with different approximations (mainly central limit theorem), and show strong and weak points of Edgeworth's expansion. | en_US |
| uk.file-availability | V | |
| uk.publication.place | Praha | cs_CZ |
| uk.grantor | Univerzita Karlova, Matematicko-fyzikální fakulta, Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
| thesis.grade.code | 3 | |
