National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Binomial autoregressive model
Hledík, Jakub ; Hudecová, Šárka (advisor) ; Prášková, Zuzana (referee)
Binomial AR(1) process is a model for integer-valued time series with a fi- nite range and discrete time. It has the binomial marginal distribution and the AR(1)-like autocorrelation structure. This thesis deals with deriving some ba- sic properties of this process, methods of parameter estimation and goodness of fit testing. Three methods of parameter estimation are presented: Yule-Walker, the conditional least squares and the maximum likelihood method together with proofs of their asymptotical properties. Next, the goodness of fit testing is pre- sented. At first, two known methods based on the marginal distribution and the autocorrelation function are summarized. Then our own method is added, based on the probability generating function. Several simulations are provided to show the properties of all tests. The application of this model is illustrated on a real dataset. 1
Buffon needle problem and its generalizations
Hledík, Jakub ; Pawlas, Zbyněk (advisor) ; Prokešová, Michaela (referee)
This thesis contains detailed derivation of results of several generalizations of the Buffon needle problem. Next to the original problem we study grids composed of rectangles, known as Buffon-Laplace needle problem, then grids composed of parallelograms, triangles or hexagons. The application of this problem is briefly shown on the estimation of π, additional references are mentioned. We provide a proof of the theorem computing the area of a polygon, if the Cartesian coordi- nates of its vertices are known. Finally, we show how to solve grids composed of several different shapes, this is demonstrated on the grid composed of a regular hexagon and a diamond. 1

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