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The specifics of speech from mothers with young children
AŠKOVÁ, Tereza
This diploma thesis follows my bachelor thesis in which the mother slang was described. This diploma thesis is aimed at the performance of the mother speech research, i.e. the use of specific expressions and language resources used by mothers of small children in Internet discussions in relevant forums or web pages. The diploma thesis aims at creating a questionnaire and establishing five hypotheses. The first part of the thesis describes the methodology of this research, in the following part there are presented the data obtained by the questionnaire survey. The hypotheses are verified in the following section, and the hypothesis testing procedure is described here. The appendix includes the questionnaire and a table of critical values that specifies the data that are needed for verifying hypotheses.
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Visual statistical inference
Jeliga, Jan ; Hlávka, Zdeněk (advisor) ; Maciak, Matúš (referee)
Graphs, and data visualization in general, play a important role in modern statistics. In this thesis, we address the possibility of using these for hypothesis testing. First, we introduce the concept of visual testing and define analogies for terms such as statistic or p-value and additionally we define the terms specific to visual testing. We demonstrate the method of visual testing on an example, where we parallelly perform a conventional test for the same data set and the same null and alternative hypothesis. Further, we inspect the possibility of use of Amazon Mechanical Turk for visual testing. We describe the design of visual test and present results of simulation experiments conducted in order to assess the power of the visual test and to compare it to conventional test. Powered by TCPDF (www.tcpdf.org)
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Testing Structural Changes Using Ratio Type Statistics
Peštová, Barbora ; Hušková, Marie (advisor) ; Prášková, Zuzana (referee) ; Jarušková, Daniela (referee)
Testing Structural Changes Using Ratio Type Statistics Barbora Peštová Charles University in Prague, Faculty of Mathematics and Physics, Department of Probability and Mathematical Statistics, Czech Republic Abstract of the doctoral thesis We deal with sequences of observations that are naturally ordered in time and assume various underlying stochastic models. These models are parametric and some of the parameters are possibly subject to change at some unknown time point. The main goal of this thesis is to test whether such an unknown change has occurred or not. The core of the change point methods presented here is in ratio type statistics based on maxima of cumulative sums. Firstly, an overview of thesis' starting points is given. Then we focus on methods for detecting a gradual change in mean. Consequently, procedures for detection of an abrupt change in mean are generalized by considering a score function. We explore the possibility of applying the bootstrap methods for obtaining critical values, while disturbances of the change point model are considered as weakly dependent. Procedures for detection of changes in parameters of linear regression models are shown as well and a permutation version of the test is derived. Then, a related problem of testing a change in autoregression parameter is studied....
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Statistical tests for VaR and CVaR
Mirtes, Lukáš ; Pešta, Michal (advisor) ; Večeř, Jan (referee)
The thesis presents test statistics of Value-at-Risk and Conditional Value-at-Risk. The reader is familiar with basic nonparametric estimators and their asymptotic distributions. Tests of accuracy of Value-at- Risk are explained and asymptotic test of Conditional Value-at-Risk is derived. The thesis is concluded by process of backtesting of Value-at-Risk model using real data and computing statistical power and probability of Type I error for selected tests. Powered by TCPDF (www.tcpdf.org)
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Stability in Autoregressive Time Series Models
Dvořák, Marek ; Prášková, Zuzana (advisor) ; Hušková, Marie (referee) ; Picek, Jan (referee)
The main subject of this thesis is a change point detection in stationary vector autoregressions. Various test statistics are proposed for the retrospective break point detection in the parameters of such models, in particular, the derivation of their asymptotic distribution under the null hypothesis of no change. Testing procedures are based on the maximum like- lihood principle and are derived under normality, nevertheless the asymptotic results are valid for broader class of distributions and involve also the models with certain form of dependence. Simulation studies document the quality of the results.
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Permutation Tests of Statistical Hypotheses
Veselý, Zdeněk ; Jurečková, Jana (advisor) ; Jarušková, Daniela (referee)
Title: Permutation Tests of Statistical Hypotheses Author: Zdeněk Veselý Department: Department of Probability and Mathematical Statistics Supervisor: prof. RNDr. Jana Jurečková DrSc., Department of Probability and Mathematical Statistics Abstract: This thesis presents permutation tests concept. Permutation test is demonstrated as response to testing problems where it is inconvenient to make any deeper presumptions on data probability distribution. For some of these problems it is even the only exact solution. The construction of permutation test is described in the thesis as well as approach to search of the most powerful tests to specific alternatives. In the second part of the thesis there are comparisons of powers of parametric, permutation and rank test using simulations. The result is that power of parametric and permutation test are very similar most of the times and that confirms that permutation tests are useful tool for praxis. Keywords: Permutation tests, Exact tests, Hypothesis testing, Power of tests
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Hypotheses Testing in Financial Time Series
Kubů, Jan ; Zichová, Jitka (advisor) ; Jonáš, Petr (referee)
Financial data often take the form of time series. In such cases, their analysis is performed using statistical methods for time series. The thesis describes selected parametric and nonparametric tests of random walk hypothesis. Tests are designed against common mutual correlation alternatives but also against trend and cyclic data structure alternatives. The thesis provides the theoretical basis of these tests and their application to real financial data.
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Strategický management v podmínkách malých a středních firem v České republice
Houbalová, Markéta
Diploma thesis follows the options of activities in management of selected small and medium-sized enterprises in Czech Republic. Using statistical and econometric tools evaluate their impact on economic indicators during monitored period. After an introductory part that deals with general information about SMEs is first theoretically and then also practically formulated multivariate regression analysis and testing of the hypotheses from which will be subsenquently find the appropriate recommendations.
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Comparison of spirometric instruments' precision
Chmelíková, Lucie ; Janoušek, Oto (referee) ; Slávik, Vladimír (advisor)
This thesis deals with pulmonary testing with emphasis to spirometry. In the first part is introduced and described pulmonary system and its attributes. There is a clear and complete list of pulmonary characteristics and parameters. It contains integrated summary of principles that are used for pulmonary measurement devices. First part is followed by description of created virtual device using LabVIEW programming. Simple meter of lung volumes can easily create spirometric curve and automatically evaluate desired values of volume. Program is further enhanced with optional archiving of measured spirometric curve. The last part of this thesis uses statistic testing for deciding of validity or invalidity of hypothesis. By statistic testing of hypothesis we are gaining and expanding basic knowledge about spirometric devices.
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