Original title:
Edgeworthův rozvoj
Translated title:
Edgeworth expansion
Authors:
Dzurilla, Matúš ; Omelka, Marek (advisor) ; Nagy, Stanislav (referee) Document type: Master’s theses
Year:
2019
Language:
slo Abstract:
[eng][cze] This thesis is focused around Edgeworths expansion for aproximation of distribution for parameter estimation. Aim of the thesis is to introduce term Edgeworths expansion, its assumptions and terminology associeted with it. Afterwords demonstrate process of deducting first term of Edgeworths 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 Edgeworths expansion.Táto práca sa zaoberá Edgeworthsovím rozvojom pre aproximáciu rozdelenia odhadu parametra. Úloha práce je uviesť pojem Edgeworthsov rozvoj, zaviesť jeho predpokaldy a s nimy súvisiace termíny. Následne ukázať postup pre odvodenie prvého člena Edgeworthsovho rovoju. Nakoniec túto aproximáciu demonštrovať na príkaldoch, porovnať ho s inými aproximáciami (hlavne celntrálnou limitnou vetou), a ukázať silné a slabé stránky Edgeworthsovho rozvoja.
Keywords:
central limit theorem; characteristic function; Edgeworth expansion; centrálna limitná veta; charakteristická funkcia; Edgeworthův rozvoj
Institution: Charles University Faculties (theses)
(web)
Document availability information: Available in the Charles University Digital Repository. Original record: http://hdl.handle.net/20.500.11956/107143