National Repository of Grey Literature 65 records found  beginprevious21 - 30nextend  jump to record: Search took 0.01 seconds. 
Survival Analysis in R
Pásztor, Bálint ; Malá, Ivana (advisor) ; Čabla, Adam (referee)
Survival analysis is a statistical discipline that analyzes the time to occurrence of certain events. The aim of this thesis is to describe the possibilities of survival analysis in the environment of statistical software R. Theoretical knowledge is applied to real data, parametric and nonparametric estimates of survival functions are evaluated by different methods and compared with each other. In the section focusing on nonparametric models Kaplan-Meier and Nelson-Aalen functions are described. Among the parametric estimates there were included well-known probability distributions, survival functions and risk functions derived from these distributions are presented and there is discussed their usefulness in survival analysis. Another aim is to show the possibility of deriving transition probabilities from estimates and building a Markov chain model to capture the changes of studied cohort over time. The second part of the work contains a description of the applications of the theory of survival analysis. In this section there are shown possibilities of statistical modeling in the field of survival analysis using the software R. Outputs from R were used to create Markov model. There are presented possibilities of pharmacoeconomic models and description of the basic concepts of HTA. Cost-effectiveness calculations using ICER were conducted in accordance with the methodology of SUKL. It was shown that the statistical modelling of survival plays an important role in the evaluation of the cost-effectiveness of medicines.
Analysis of the similarity of the human development index values between European states
Šafaříková, Kristýna ; Malá, Ivana (advisor) ; Šulc, Zdeněk (referee)
Main goal of this thesis is to analyze human development index for European countries and provide cluster analysis not only of human development index but even of another quality of life variables and to find similarities between particular countries by using hierarchical methods. The first part focuses on quality of life and definition of human development index. Human development index is one possibility how to measure quality of life, there are mentioned another possibilities, though how to analyze it. The second part of the thesis focuses on cluster analysis definition, which is used for searching for similarities between particular countries. Five hierarchical cluster methods is used for classify countries into clusters. Euclidean metric is used for express the distance between countries. Similar variables between countries is judged according to sorting into clusters by hierarchical methods. Diploma thesis enlightens similarity between European countries from quality of life overview and provides statistical evidence about this topic. Results of the thesis confirms similarities between geographical close states.
Analysis of Properties of Robust Estimates
Sládek, Václav ; Bílková, Diana (advisor) ; Malá, Ivana (referee)
The aim of this thesis is to analyze the properties of robust estimates and to compare these estimates with regard to the properties between them. The analysis of properties depends on the type of a variable (continuous or discrete), its probability distribution, the range of random sample and the proportion of outliers in random sample. Comparing the properties in different situations will give "guidance" to determine which of the estimates is preferable in specific situations, and which of them should be rather avoided. An adjusted bootstrap method is used to obtain the estimates of properties estimates. The thesis is devided into two parts. In the first part, the parameter estimates, type and design of robust estimators and the bootstrap method are monitored. In the second practical part we determine the suitability of bootstrap to obtain estimates of the properties of robust estimators, followed by obtaining estimates of the properties of the estimates and compare them. At the conclusion of the practical part we observe and compare the values of bootstrap confidence intervals on real data on household income. The results of this thesis shows us, that the bootstrap method does not provide good estimates of the properties of robust estimators in all cases. The results also bring us to the conclusion that from a certain extent of random sample regardless of the number of outliers, you can choose from a robust estimate only on the basis of its value, properties of robust estimates are very similar. Contemplated robust estimates of variability are not suitable estimates in most cases.
Power analysis
Král, Ondřej ; Malá, Ivana (advisor) ; Bílková, Diana (referee)
This thesis examines the issues of analysis of statistical power of a test. It introduces a subject of hypotheses testing which is closely related. The goal is to expose the effect of parameters' alteration on the power test size. By using an application on examples, the thesis graphically illustrates the differences caused by the parameters' alteration. The results show how is the power of a test influenced by the effect of type one error, type two error, the number of observations, the formulation of alternative hypothesis and effect size on test power. The thesis further elaborates on effect size forms. In conclusion, all the explained theories are tested by an example that illustrates the size, which is achieved by changing the parameter.
Modeling and Forecasting Volatility of Financial Time Series of Exchange Rates
Žižka, David ; Arltová, Markéta (advisor) ; Malá, Ivana (referee) ; Vošvrda, Miloslav (referee)
The thesis focuses on modelling and forecasting the exchange rate time series volatility. The basic approach used for the conditional variance modelling are class (G)ARCH models and their variations. Modelling of the conditional mean is based on the use of AR autoregressive models. Due to the breach of one of the basic assumption of the models (normality assumption), an important part of the work is a detailed analysis of unconditional distribution of returns enabling the selection of a suitable distributional assumption of error terms of (G)ARCH models. The use of leptokurtic distribution assumption leads to a major improvement of volatility forecasting compared to normal distribution. In regard to this fact, the often applied GED and the Student's t distributions represent the key-stones of this work. In addition, the less known distributions are applied in the work, e.g. the Johnson's SU and the normal Inverse Gaussian Distribution. To model volatility, a great number of linear and non-linear models have been tested. Linear models are represented by ARCH, GARCH, GARCH in mean, integrated GARCH, fractionally integrated GARCH and HYGARCH. In the event of the presence of the leverage effect, non-linear EGARCH, GJR-GARCH, APARCH and FIEGARCH models are applied. Using suitable models according to the selected criteria, volatility forecasts are made with different long-term and short-term forecasting horizons. Outcomes of traditional approaches using parametric models (G)ARCH are compared with semi-parametric neural networks based concepts that are widely applicable in clustering and also in time series prediction problems. In conclusion, a description is given of the coincident and different properties of the analyzed exchange rate time series. The author further summarized the models that provide the best forecasts of volatility behaviour of the selected time series, including recommendations for their modelling. Such models can be further used to measure market risk rate by the Value at Risk method or in future price estimating where future volatility is inevitable prerequisite for the interval forecasts.
Analysis of wages in the Czech republic by the classification of employment
Alexandridisová, Julie ; Malá, Ivana (advisor) ; Petkovová, Ludmila (referee)
This bachelor thesis is based on analysis of wages in the Czech republic by the classification of employment in 2003--2011. The main objective of this work is research the differentiation of gross monthly nominal wages of employees in each major class of employment by classification CZ-ISCO. Another task is modeling of the wage distribution using the three-parameter lognormal distribution model and observing objects of interest and deviations in the monitored years. The parameters of model are estimated by quantile method. The base for these analysis is data obtained from business statistical systems from the site of the Czech Statistical Office and structural statistics from the site of the Average Earnings Information System.
Modelování extrémních hodnot
Shykhmanter, Dmytro ; Malá, Ivana (advisor) ; Luknár, Ivan (referee)
Modeling of extreme events is a challenging statistical task. Firstly, there is always a limit number of observations and secondly therefore no experience to back test the result. One way of estimating higher quantiles is to fit one of theoretical distributions to the data and extrapolate to the tail. The shortcoming of this approach is that the estimate of the tail is based on the observations in the center of distribution. Alternative approach to this problem is based on idea to split the data into two sub-populations and model body of the distribution separately from the tail. This methodology is applied to non-life insurance losses, where extremes are particularly important for risk management. Never the less, even this approach is not a conclusive solution of heavy tail modeling. In either case, estimated 99.5% percentiles have such high standard errors, that the their reliability is very low. On the other hand this approach is theoretically valid and deserves to be considered as one of the possible methods of extreme value analysis.
Comparing of length of employment before and during the financial crisis
Vágner, Hubert ; Čabla, Adam (advisor) ; Malá, Ivana (referee)
In this bachelor thesis I introduce survival analysis and distribution of time-to-event. The analyzied subject is the resignation from work. It means that I find out and compare how long on average people had work before the financial recession of 2008-2009 and during the time period of the 2010-2011 recession. The data gathered is from the Labor Force Survey, which is produced by the Czech Statistical Office. I used interval censoring to gather the data for the average length of the working ratio. This means that we know that the observed event happened in a given interval, in this case the intervals are individual survays. First of all, it's necessary to estimate the survival function. We shall do this with the help of the nonparametrical Turnbull's estimate for data in interval censoring. Than we calculate individual averages. The empirical part will consist of individual comparisons of the survival function and the average lengths of the working ratio, first for the overall population, second for separate genders and finally for various education levels.
Development of Values of HDI
Svobodová, Veronika ; Malá, Ivana (advisor) ; Helman, Karel (referee)
This bachelor thesis deals with examination and quantification of quality of life defined by the Human Development Index predominantly in European countries. Thesis is divided into three parts. In the first part of this thesis is defined the quality of life and are mentioned reasons of its examination. Further is noted the idea of sustainable development. Second part focuses on its own calculations, especially the description of development of values of the HDI, decomposition of the HDI to its components and comparing the HDI with another economic and demographic indicators. The third part discusses found results, these results are compared with already published research and another sources. In this thesis is also possible to find critical views on the HDI and another ways of measuring the quality of life.
Mixed Models and Their Application in Medical Data Analysis
Mohammad, Adam ; Malá, Ivana (advisor) ; Bašta, Milan (referee)
This bachelor thesis deals with the description of the linear mixed model. At first, the model is described theoretically and the basic terms, model specification, estimation of unknown parameters, model-building and model diagnostics are explained. In addition, types of data for which the model may be applied are listed and some examples of applications in medicine are given as well. The second part of this thesis deals with the practical application of the model for analysis of longitudinal data from a medical research. The data contain information about 12 patients to whom a drug named theophylline was given and the concentration of this drug in blood was measured within one day. By statistical software R the dependency of the concentration on time, dose and weight of the patient is described. However the results of the analysis show that the dependency of concentration on time cannot be described by a simple function, therefore this dependency has to be described and the data modified prior to application of linear mixed model on data. The other possibility is to use a different model.

National Repository of Grey Literature : 65 records found   beginprevious21 - 30nextend  jump to record:
See also: similar author names
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