Original title:
Odhady střední hodnoty v normálním rozdělení
Translated title:
Mean estimation in normal distribution
Authors:
Kaliská, Andrea ; Zichová, Jitka (advisor) ; Hlávka, Zdeněk (referee) Document type: Bachelor's theses
Year:
2022
Language:
slo Abstract:
[eng][cze] The bachelor's thesis deals with estimators of the non-constant mean value in a specific probability model, which was taken from the article Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time. Firstly, we describe this model in detail and we add proofs. We consider two estimators: the minimum variance linear unbiased estimator and the Bayes estimator in cases with at most one change, which is taken directly from the article. The thesis is concluded with a simulation study, focusing on the comparison of those estimators. 1Táto bakalárska práca sa zaoberá odhadmi nekonštantnej strednej hodnoty v špecifickom pravdepodobnostnom modeli, ktorý je prevzatý z článku Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time. Najprv tento model podrobne popíšeme a doplníme o dôkazy. Ďalej sa venujeme dvom odhadom: najlepšiemu nestrannému lineárnemu odhadu a bayesovskému odhadu pri najviac jednej zmene, ktorý je prevzatý priamo z článku. Práca je zakončená simulačnou štúdiou, v ktorej sú tieto odhady porovnané. 1
Keywords:
normal distribution|non-constant mean value|mean value estimate|the minimum variance linear unbiased estimator|the Bayes estimator in cases with at most one chan; normálne rozdelenie|nekonštantná stredná hodnota|odhad strednej hodnoty|najlepší nestranný lineárny odhad|bayesovský odhad pri najviac jednej zmene
Institution: Charles University Faculties (theses)
(web)
Document availability information: Available in the Charles University Digital Repository. Original record: http://hdl.handle.net/20.500.11956/175378