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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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Entropic random number generator
Kukko, Marcel ; Zeman, Václav (referee) ; Burda, Karel (advisor)
The paper is focused on the random number generation by personal computer. It describes the most widely used types of random sequence generators and methods for their testing. The second part is focused on the design of the generator and an analysis of its testing.
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Generating the Pseudo-Random Numbers
Štulír, Vojtěch ; Hrubý, Martin (referee) ; Grulich, Lukáš (advisor)
This bachelor's thesis is about pseudorandom generators which are used for computers technology. It is written in different kinds of these generators and their working principle. And also this thesis deals with analysis transformation of generated number sequence on others. One part is studied testing and define consequent quality of number sequence. Last part of this thesis is shown my own implementation of something part in text.
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Evaluation of porosity in gravity - cast Al - alloy castings
Staňková, Markéta ; Nová, Iva (referee) ; Čech, Jaroslav (advisor)
Solving of this diploma thesis is evaluation porosity in sequence on mechanical properties from different Al alloys. Castings were made by gravity casting to the iron-mould or gravity casting to the sand. Measurements (mechanical properties, porosity, DAS - dendrite arm spacing, shape factors and sphericity) were statistically analysed and dependencies which were detected were processed to the graphs.
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Rabdom number generators
Mikulka, Zdeněk ; Schimmel, Jiří (referee) ; Zeman, Václav (advisor)
This thesis concerns with methods of pseudorandom numbers generation. It focus on software generators. There are pseudorandom number generators divided according to the way of generation and described single types. The next part describes methods of testing for quality of random and pseudorandom number generators. They are divided into theoretical and statistical tests. Some of these tests are used on available generators. The evaluation is based on results of these tests.
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X-ray Unit Parameters Optimisation Based on the Laboratory Type
RADMACHER, Erich
Despite the rapid development of modern imaging methods, the radiography has remained the basic tool in radiodiagnostics. Individual radiography laboratories need adequate instrumentation for their flawless operation. The parameters of an X-ray unit must correspond to the type and quantity of its output required. The first part of the dissertation describes an X-ray unit and its individual structural units, including their principle of function. The necessary X-ray equipment and tools are also described, as well as the generation of a radiographic image in film and digital radiography. The next part of the dissertation presents the questionnaire inquiry performed. The objective of the inquiry was to obtain data on the specifics of various types of radiographic laboratories and the X-ray units used. The qualitative and quantitative statistical data obtained are presented, and the effects of the unit{\crq}s various parameters on the laboratory{\crq}s workflow are evaluated, taking the users{\crq} judgement of the instruments into account. On the basis of the number of exposures and other data, the basic types of radiography laboratories are specified. In conclusion, the optimum configuration of the parameters of an X-ray unit for individual types of laboratories is proposed. The work could serve as an aid for the orientation of the selection committee when purchasing a new unit.
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