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The power of two sample tests
Rózsahegyi, Dominik ; Maciak, Matúš (advisor) ; Nagy, Stanislav (referee)
Two-sample tests are commonly used in practice, for example in scientific sphere or financial sectors. The power of test is also an important feature and express probability that the test will reject invalid null hypothesis. In this work we introduce four basic tests in which we compare some parameters of two popu- lations. The reader gets to know with basic terms of hypothesis testing which are necessary for introduction of tests. For each test we use simulation for estima- tion of the power and observe its behavior with different distributions of samples, ranges or selected null and alternative hypothesis. Based on obtained results we compare chosen tests and discuss suitability for using them in different cases. 1
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Multiple testing problems
Turzová, Kristína ; Maciak, Matúš (advisor) ; Komárek, Arnošt (referee)
Statistical hypothesis testing is used while analyzing experimental data. This thesis is focused on multiple testing, which means testing many hypotheses simultaneously, and multiple testing problems occurring while running multiple hypotheses tests. These multiple testing problems are described and two errors, FWER (Family-Wise Error Rate) and FDR (False Discovery Rate), are defined. Selected multiple testing corrections are introduced and compared in detail using simulations regarding significance level and power. All of the discussed corrections control for the problem of multiple testing.
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Assessment of the Impact of Internal Construction Changes in Appartments on the Market Value
Vlastníková, Tereza ; Jandásková, Tereza (referee) ; Cupal, Martin (advisor)
The thesis analyses the impact of building renovation on the market price of a property. The analysis uses a particular type of property - a flat in a prefabricated house. A database of offered market prices before and after the building renovation was created. The price of the building renovation was made by an itemized budget. The data, which were obtain in this way, were then submitted to s detail analysis and statistical testing. The result of the analysis was to determine whether the cost of the building renovation impacted the market value of the property and whether it was evaluated
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Human hearing sensitivity assesment
Tinka, Dominik ; Sekora, Jiří (referee) ; Škutková, Helena (advisor)
Bachelor thesis aims to evaluate changes of sensitive human hearing through created mobile application. According to obtained teoretical knowledges mobile application provide audiometrical measurements. In connection with this is described adjustments of sound outcomes of mobile, which is set in pursuance of calibrate unit. In the next part is described methodics of measuring and processing measured data. Static evaluation is processed on collected measured data from one proband and group of probands. Measurements on one proband were repeated for couple of days. The end of this thesis discusses about obtained results, which challenges the hypothes about sensitivity of hearing.
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Analysis of measured parameters of the cardiovascular system
Lysoň, Jakub ; Vítek, Martin (referee) ; Kratochvíla, Jiří (advisor)
This bachelor thesis talks about the measurement of heart electrical activity by twelve lead ECG. The diagnostic system Biopac is used for measurement, featured by the computer program Acqknowledge. The own authentic method is designed to detect effect of load on increasing in blood pressure and heartbeat. Using a statistical procedure for testing hypotheses in this area the measurement results will be evaluated. For the analysis of measured data in time and frequency domain was used program Matlab, in which the measured results were imported. It was created functions that are implemented in an medium of Guide to the graphic design program.
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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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Analysis of measured parameters of the cardiovascular system
Lysoň, Jakub ; Vítek, Martin (referee) ; Kratochvíla, Jiří (advisor)
This bachelor thesis talks about the measurement of heart electrical activity by twelve lead ECG. The diagnostic system Biopac is used for measurement, featured by the computer program Acqknowledge. The own authentic method is designed to detect effect of load on increasing in blood pressure and heartbeat. Using a statistical procedure for testing hypotheses in this area the measurement results will be evaluated. For the analysis of measured data in time and frequency domain was used program Matlab, in which the measured results were imported. It was created functions that are implemented in an medium of Guide to the graphic design program.
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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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