dc.contributor.advisor | Jurečková, Jana | |
dc.creator | Kurková, Michaela | |
dc.date.accessioned | 2017-04-12T10:05:37Z | |
dc.date.available | 2017-04-12T10:05:37Z | |
dc.date.issued | 2008 | |
dc.identifier.uri | http://hdl.handle.net/20.500.11956/17277 | |
dc.description.abstract | In this work we are concerned with the problem of testing the equality of the means from the two populations for the case where the population covariance matrices are unequal. Well-known problem frequently occurring in applied statistics, called the Behrens-Fisher problem. This is widely used in economy, social sciences and medicine. We concentrate mainly on multivariate case. We study variety of possible approaches, bayesian, parametric, nonparametric, with particular solutions. At the close we mention one of possible solutions of generalized multivariate Behrens-Fisher problem, Mack-Wolfe test. A Monte Carlo simulation was conducted in order to illustrate their properties for different dimensions, the degree of heteroscedasticity, sample sizes and correlation coefficients. For comparison we mention classical two sample multivariate Hotelling T2. We demonstrate impact of nonnormality by estimating the type I error and power for selected solutions. Finally we use real data form Forest inventory in the Czech Republic 2001-2004 and we present the necessity of solution of this problem in practice. | en_US |
dc.language | Čeština | cs_CZ |
dc.language.iso | cs_CZ | |
dc.publisher | Univerzita Karlova, Matematicko-fyzikální fakulta | cs_CZ |
dc.title | Behrens-Fisherův problém | cs_CZ |
dc.type | diplomová práce | cs_CZ |
dcterms.created | 2008 | |
dcterms.dateAccepted | 2008-09-16 | |
dc.description.department | Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
dc.description.department | Department of Probability and Mathematical Statistics | en_US |
dc.description.faculty | Faculty of Mathematics and Physics | en_US |
dc.description.faculty | Matematicko-fyzikální fakulta | cs_CZ |
dc.identifier.repId | 46400 | |
dc.title.translated | Behrens-Fisher Problem | en_US |
dc.contributor.referee | Kalina, Jan | |
dc.identifier.aleph | 001001671 | |
thesis.degree.name | Mgr. | |
thesis.degree.level | navazující magisterské | cs_CZ |
thesis.degree.discipline | Pravděpodobnost, matematická statistika a ekonometrie | cs_CZ |
thesis.degree.discipline | Probability, mathematical statistics and econometrics | en_US |
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 | Výborně | cs_CZ |
thesis.grade.en | Excellent | en_US |
uk.abstract.en | In this work we are concerned with the problem of testing the equality of the means from the two populations for the case where the population covariance matrices are unequal. Well-known problem frequently occurring in applied statistics, called the Behrens-Fisher problem. This is widely used in economy, social sciences and medicine. We concentrate mainly on multivariate case. We study variety of possible approaches, bayesian, parametric, nonparametric, with particular solutions. At the close we mention one of possible solutions of generalized multivariate Behrens-Fisher problem, Mack-Wolfe test. A Monte Carlo simulation was conducted in order to illustrate their properties for different dimensions, the degree of heteroscedasticity, sample sizes and correlation coefficients. For comparison we mention classical two sample multivariate Hotelling T2. We demonstrate impact of nonnormality by estimating the type I error and power for selected solutions. Finally we use real data form Forest inventory in the Czech Republic 2001-2004 and we present the necessity of solution of this problem in practice. | en_US |
uk.publication.place | Praha | cs_CZ |
uk.grantor | Univerzita Karlova, Matematicko-fyzikální fakulta, Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
dc.identifier.lisID | 990010016710106986 | |