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Statistical analysis of the index of economic freedom
Sejk, Lukáš ; Vrabec, Michal (advisor) ; Blatná, Dagmar (referee)
The aim of this bachelor thesis is to statistically analyze the relationship between economic freedom index issued by Canadian Fraser Institute and the Index of Economic Freedom published by the Heritage Foundation in conjunction with The Wall Street Journal. Stated goal we try to achieve by means of statistical methods of data analysis. The first part shows the theoretical background of the both indexes of economic freedom and their input parameters. In the second part we try to statistically analyze the relationships between them and interpret their results. Also we look at the evolution of the economic freedom index for the Czech Republic and neighboring countries, Poland, Germany, Austria and Slovakia.This thesis would point on different results in the two indexes above, although both are trying to quantify the same socio-economic phenomenon. In conclusion, we show results, that we achieved and their possible interpretation.
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Selected aspects of robust regression and comparison of robust regression methods
Černý, Jindřich ; Blatná, Dagmar (advisor) ; Vrabec, Michal (referee) ; Dohnal, Gejza (referee)
This dissertation examines the robust regression methods. The primary purpose of this work is to propose an extension, derivation and summary (including computational algorithm) for Theil-Sen's regression estimates (or in some literature also referred to as Passing-Bablok's regression method) for multi-dimensional space and compare this method to other robust regression methods. The combination of these two objectives is the primary and the original contribution of the dissertation. Based on the available literature it is unknown if anyone has discussed this problem in greater depth and solved it in total. Therefore this work provides a summary overview of the issue and offers a new alternative of this multidimensional, nonparametric, robust regression method. Secondary goals include a clear summary of other robust methods, a summary of findings related to these robust regression methods, robust methods compared with each other placing emphasis on the comparison with the proposed Theil-Sen's regression estimates method and with the least squares method. The summary also includes individual mathematical context and interchangeability of the proposed methods. These secondary objectives are also another benefit of this dissertation in the field of robust regression problems; this is especially important to gain a unified view of the problems of robust regression methods and estimates in general.
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Globální firma a EU: Dopad ekonomické politky EU na podnikání
Vrabec, Michal ; Urban, Luděk (advisor) ; Czesaný, Slavoj (referee)
This master thesis tests the statement whether the EU Economic Policy related to the Internal Market Project decreases the costs of doing business or not. We tested the conducting of business of Global Company in seven various regions (Visegrad Countries, Baltic, East Balkan Countries, Croatia, Russia, Ukraine and Turkey). We framed the research period into 2011 and focused on four major Research Fields (Transportation, Cross-border Trading, Consumer Protection and Financial Regulation). Based on the cost impact analysis we could confirm that Internal Market Project decreases the costs of doing business.
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An Application of Quantile Functions in Probability Model Constructions of Wage Distributions
Pavelka, Roman ; Kahounová, Jana (advisor) ; Vrabec, Michal (referee) ; Pacáková, Viera (referee)
Over the course of years from 1995 to 2008 was acquired by Average Earnings Information System under the professional gestation of the Czech Republic Ministry of Labor and Social Affairs wage and personal data by individual employees. Thanks to the fact that in this statistical survey are collected wage and personal data by concrete employed persons it is possible to obtain a wage distribution, so it how this wages spread out among individual employees. Values that wages can be assumed in whole wage interval are not deterministical but they result from interactions of many random influences. The wage is necessary due to this randomness considered as random quantity with its probability density function. This spreading of wages in all labor market segments is described a wage distribution. Even though a representation of a high-income employee category is evidently small, one's incomes markedly affect statistically itemized average wage level and particularly the whole wage file variability. So wage employee collections are distinguished by the averaged wage that exceeds wages of a major employee mass and the high variability due to great wage heterogeneity. A general approach to distribution of earning modeling under current heterogeneity conditions don't permit to fit by some chosen distribution function or probably density function. This leads to the idea to apply some quantile approach with statistical modeling, i.e. to model an earning distribution with some appropriate inverse distributional function. The probability modeling by generalized or compound forms of quantile functions enables better to characterize a wage distribution, which distinguishes by high asymmetry and wage heterogeneity. The application of inverse distributional function as a probability model of a wage distribution can be expressed in forms of distributional mixture of partial employee's groups. All of the component distributions of this mixture model correspond to an employee's group with greater homogeneity of earnings. The partial employee's subfiles differ in parameters of their component density and in shares of this density in the total wage distribution of the wage file.
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Economic efficiency analysis of traffic buildings in Čzech republic
Němeček, Petr ; Mervart, Michal (advisor) ; Vrabec, Michal (referee)
In my work, I would like to focus on the way of evaluating economic efficiency of traffic buildings in Czech republic. This evaluation is in responsibility of Czech Directorate of Motorways and Highways DG. Evaluation is made by HDM-4 (Highway Development and Management version 1.30)aplication. Its funkcionality is provided by employees of Directorate but Reports of economic efficiency are made by private companies.Making projects in this software is quite difficult task, because of big amount of information which are required. Main aim of this work is to find out if this kind of analysis is appropriate for Czech road network or if there are some problems or difficulties in using HDM-4.
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Probability calculator in MS Excel
Ginzl, Michal ; Malá, Ivana (advisor) ; Vrabec, Michal (referee)
The main aim of this thesis is to perform analytical methods for estimating the most commonly used survival distributions. There are introduced the maximum likelihood estimates of the parameters for the exponential, log-normal, gamma, logistic, Gumbel and Weibull distributions without data censored. For some distributions are mentioned probability plotting and how to estimate parameters with method of least squares or by method of moments. There are discussed tests of goodness of the best fitting distribution. Two tests are based on log-likelihood function and another on test of hypothesis. Practical part of this paper forms application programmed in VBA in MS Excel. Main part of this application includes: module for probability calculations, graphs editor and module for data analysis.
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Comparation of statistical software for data analyze
Hybšová, Aneta ; Löster, Tomáš (advisor) ; Vrabec, Michal (referee)
This thesis deals with comparation of statistical software from regular user's point of view, evaluates various tools utilized by different applications, and offeres overall assessment of complexity of these statistical packages. The first theoretical part describes selected chapters of statistics; the second part compares following programs: SAS Learning Edition 4.1, SPSS 18 (PASW Statistics 18), StatXact 6, and Minitab 15. The comparison of systems is predominantly focused on formation of statistics and methods used, outputs, and user's interface provided by this software.
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Probability distributions in SAS
Rosypal, Martin ; Vrabec, Michal (advisor) ; Honnerová, Jana (referee)
The aim of this work is to elaborate the metodology of creation of custom add-ins for statistical application SAS Enterprise Guide and create one of these that would enable to simplify the calculation of quantiles, values of probability mass function (probability density function respectively) and cumulative distribution function and further based on user's specifications create an appropriate graph. In connection with content of this add-in, the presented work includes the recherche from background of twenty two probability distributions that are supported by SAS Enterprise Guide. Custom add-in is programmed in Visual Basic.NET language in development environment Visual Studio 2003, its source code and the codes of graphs, used in this work and the module itself, are due to their extent included in the attached CD. Theoretical part containing the recherche mentioned above is assessed in second and third chapter of this work, the methodology of creation of custom add-ins for SAS Enterprise Guide is described in fourth chapter and own add-in is introduced in chapter five.
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Selected Sampling Methods in SAS Software
Voříšek, Jan ; Vrabec, Michal (advisor) ; Berka, Petr (referee)
In the present work we study methodology of different kinds of sample surveys and their design in SAS software. Creating of SAS Enterprise Guide Add-In was the fundamental creative part of this work. This Add-In enables to compute important statistics of sample surveys, without need of being familiar with SAS code. Add-In was created in MSFT Visual Studio 2003 in C # language using a tamplate for Add-Ins provided by SAS. This work contains a general description of the creation of an Add-In as well as the description of the created Add-In for handling the sample surveys and its usage.
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Aspects influencing the risk of bank loans (from the perspective of the Česká spořitelna a.s.)
Babková, Eva ; Vrabec, Michal (advisor) ; Kult, Jan (referee)
The aim of my diploma thesis is to evaluate aspects of credit risk, particularly focused on the retail banking in Česká spořitelna a.s., where all the data come from. At first the thesis describes the background of Česká spořitelna a.s., bank products and credit process. Further there are explains the basic procedures for assessement of the state of company and portfolio monitoring. In the section devoted to banking risks there are specified bank risks and regulation of these risks from the perspective of the Basel Capital Accord. The remaining two theoretical parts describe methods that will be used to evaluate the risk of loans i.e. descriptive statistics and hypothesis testing. Introduction of empirical study describes the structure and over time of the loan portfolio evolution of retail banking. The remainder of the study is already focused on the analysis of credit risks from several points of view. In the first place there is examining the impact of legal form of organization and type of product on credit risk. Furthermore, evaluations of the riskiest sectors from subject come and ultimately verify the influence business plans of the branch network. My personal contribution is a notice on aspects which have proven negative effect on loan.
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