
Růstová odezva dřevin středoevropského temperátního lesa na disturbanční událost =: The growth response of Central European temperate forest trees to disturbance events /
Vašíčková, Ivana
The growth response of trees to disturbance events in 8 beechdominated natural forests in Czech Republic was studied using standard treering analysis. With the use of circa 2 000 increment cores a disturbance regime of Žofín oldgrowth forest was reconstructed. The results indicate not only disturbance intensity, but also their spatial characteristics determine the effect of disturbance on further forest ecosystem development. As the picture of past disturbances had not emerged to be sufficient enough to describe a historical forest development, recognizing the statistical error of their reconstructions was of great importance. Thus, the following studies focused on quantification of uncertainty in detecting the disturbance history using dendrochronology. Uncertainty in determination of summary disturbance history within the whole stand as well as disturbance spatial patterns were evaluated. The results uncovered that the specific character of dendrochronological data, i.e. the different reactions of individual trees to the identical disturbance event, was a significant source of this uncertainty. The followup study logically concerned on examination the true response of Fagus sylvatica to disturbances, dated by independent dendrometric and photogrammetric datasets. On the basis of analysis of nearly 300 tree responses, new empiricallyderived criteria for dendrochronological determination of tree growth response were suggested. Finally, factors controlling growth response of Fagus sylvatica to disturbance events were addressed. Regression analysis determined complex of diverse factors of different spatial levels driving the growth reaction following canopy opening.


Nonstandard dice sets
Chybová, Lucie ; Slavík, Antonín (advisor) ; Hlubinka, Daniel (referee)
The bachelor thesis discusses selected types of nonstandard dice sets with surprising and, in some cases, paradoxical properties. These dice are used in various gambling games, but they are also interesting from a purely theoretical perspective. The thesis focuses, one after another, on nontransitive, Lake Wobegon and Sicherman dice sets. When studying their properties, it mainly uses elementary probability theory and theory of cyclotomic polynomials. All the terms and results are demonstrated on examples. Powered by TCPDF (www.tcpdf.org)


Comparison of the Bayesian and Frequentist Approach to the Statistics
Hakala, Michal ; Karel, Tomáš (advisor) ; Malá, Ivana (referee)
The Thesis deals with introduction to Bayesian statistics and comparing Bayesian approach with frequentist approach to statistics. Bayesian statistics is modern branch of statistics which provides an alternative comprehensive theory to the frequentist approach. Bayesian concepts provides solution for problems not being solvable by frequentist theory. In the thesis are compared definitions, concepts and quality of statistical inference. The main interest is focused on a point estimation, an interval estimation, a statistical hypothesis testing and finally a stochastic convergence. The contribution of the thesis is a brief compilation of the Bayesian theory and introducing new arguments and examples in the discussion between proponents of the Bayesian and frequentist approach to statistics.


The principle of antisuperposition in QM and the local solution of the Bell’s inequality problem
Souček, Jiří
In this paper we identify the superposition principle as a main source of problems in QM (measurement, collapse, nonlocality etc.). Here the superposition principle for individual systems is substituted by the antisuperposition principle: no nontrivial superposition of states is a possible individual state (for ensembles the superposition principle is true). The modified QM is based on the antisuperposition principle and on the new type of probability theory (Extended Probability Theory [1]), which allows the reversible Markov processes as models for QM. In the modified QM the measurement is a process inside of QM and the concept of an observation of the measuring system is defined. The outcome value is an attribute of the ensemble of measured systems. The collapse of the state is substituted by the Selection process. We show that the derivation of Bell’s inequalities is then impossible and thus QM remains a local theory. Our main results are: the locality of the modified QM, the local explanation of EPR correlations, the nonexistence of the waveparticle duality, the solution of the measurement problem. We show that QM can be understood as a new type of the statistical mechanics of manyparticle systems.
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Transformations of random variables
Šára, Michal ; Marek, Luboš (advisor) ; Malá, Ivana (referee)
This bachelor thesis deals with the transformation of random variables,which plays a significant partv in the theory of probability. The main aim of this paper is to show few methods and techniques which are used when transforming random variables. At the very beginning of this paper one can find a definition and practical examples of the LebesgueStieltjes integral and probability measure, which are nowdays present in every book dealing with modern explanation of theory of probability.


Geometric probability
Březinová, Eliška ; Malá, Ivana (advisor) ; Čabla, Adam (referee)
This thesis deals with geometric probability applied on practical exercises. It covers Buffon's needle problem in detail; Laplace's conclusions about pi are supported by my own trial. Next, Bertrand's paradox is solved, and the conclusions are demonstrated on computer programs, which simulate the experiment. One chapter is dedicated to eight different exercises, which can be often found in textbooks. In the end we will mention practical usage of geometric probability, especially in the medicine field. We will point out to usage of modified Buffon's principle, which is used to estimate lengths of planar structures.


Basel II. and the calculation of the capital requirement relating to credit risk
Netolická, Klára ; Blahová, Naděžda (advisor)
The bachelor thesis focuses on the calculation of the capital requirement concerning credit risk from the perspective of the Basel II. capital agreement. Firstly, a broader framework is introduced, treating capital adequacy and the preceding concepts that were followed by the Basel II. approaches. Subsequently, the thesis deals with two alternative calculations between which banks can choose  the standardized approach and the internal ratings based approach, with an emphasis on the latter. The author proceeds from a general formulation of the calculation to its particular elements. Fairly detailed treatment is given to the inference of the risk weight function and to the methods of estimating the probability of default, one of the function's parameters.

 
 
 