Colouration is an important phenotypic trait of animals and plays a substantial role in the characteristics of individual animal species. The MC1R gene has an essential role in colouration. This thesis is focused on the study of sequence variability in this gene and subsequent phylogram formation in selected species, which are: Bos Primigenius Taurus, Sus Scrofa, Equus Caballus and Canis Lupus Familiaris. There were custom primers designed in Oligo for the selected exon sequence. Based on se-quencing, known polymorphisms in Canis Lupus Familiaris and Equus Caballus were detected. In Canis Lupus Familiaris sequence, there was a 790 A>G polymorphism. All of N sequenced samples (N = 10) carried the E (790AA) allele. In Equus Caballus se-quence, there was a 901 C>T polymorphism, with representatives of all genotypes nEE(901CC) = 2, nEe(901CT) = 2, nee(901TT) = 6. The thesis also provides a comprehensive overview of the phylogenetic tree for-mation process. For phylogenetic analysis, there were added sequences from other ani-mal species, gained from freely available genomic databases. The reconstruction took place in the MEGA X program with selected distance and sign methods. Only nodes with bootstrap support ≥ 70 could be interpreted. JC69 and HKY85 models were cho-sen as substitution models. The choice of models was statistically supported by testing likelihood in the Model Generator with P < 0,0001 support. The trees obtained by par-ticular methods were compared by the Pearson correlation coefficient.

This diploma thesis is focused on the implementation of the interactive educational application based on gamification which allows students to acquire new knowledge using new and modern way of learning. The thesis deals with analysis of mobile and web educational applications focused on gamification. Based on the analysis outcome, the functionality of the application is designed and implemented. This thesis also describes functionality for student and admin interfaces and further focuses on REST API. The implemented application expands teaching methods of the Institute of Informatics at the Mendel University in Brno. Further development of the web application is proposed within the conclusion part of this diploma thesis.

In this thesis we survey several interpolation methods that are used to construct the yield curves. We also review the bootstrapping and show that the bootstrap is closely connected to the interpolation in the case of bootstrapping yield curve. The most effort is dedicated, in this thesis, on the monotone convex method and on investigation of the difficulties to get accurate yield curves.

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In this master thesis the risks and scenarios in the Swedish income-based pension system are investigated. To investigate the risks one has chosen to look at a vector autoregressive (VAR) model for three variables (AP-fund returns, average wage returns and inflation). Bootstrap is used to simulate the VAR model. When the simulated values are received they are put back in equations that describes real average wage return, real return from the AP-funds, average wage and income index. Lastly the pension balance is calculated with the simulated data. Scenarios are created by changing one variable at the time in the VAR model. Then it is investigated how different scenarios affect the indexation and pension balance. The result show a cross correlation structure between average wage return and inflation in the VAR model, but AP-fund returns can simply be modelled as an exogenous white noise random variable. In the scenario when average wage return is altered, one can see the largest changes in indexation and pension balance. / I det här examensarbetet (”Risker och scenarion i Sveriges inkomstgrundande allmänna pensionssystem) undersöks risker och scenarier i inkomstpensionssystemet. För att kunna undersöka riskerna har en vector autoregressive (VAR) modell valts för tre variabler (AP-fonds avkastning, medelinkomst avkastning och inflation). Bootstrap används för att simulera VAR modellen. När värden från simuleringarna erhållits kan dessa sättas in i ekvationer som beskriver real medelinkomst avkastning, real avkastning från AP-fonderna och inkomst index. Slutligen beräknas pensionsbehållning med simulerad data. Scenarierna utförs genom att en variabel i taget i VAR modellen störs. Sedan utreds hur denna störning påverkar resterande parametrar som beräknas. Detta görs för olika scenarion. I VAR modellen finns korrelationer mellan medelinkomst avkastning och inflation, men AP-fonds avkastning kan ses som vitt brus. De scenarier som har störst påverkan på indexeringen ¨ar då medelinkomst avkastningen ¨andras.

Med ökningen av mobila enheter och dess användning ökar även användningen av mobila applikationer (Fedosov et al, 2016). Ett sätt att möta denna ökning är med hjälp av designprincipen Mobile-First. Att följa Mobile-First innebär att designa med mobila enheter i åtanke först och främst. För att förenkla tillvägagångssättet finns det ramverk vilket är programvarumiljöer som ger en bra bas att bygga på. I det här arbetet ställdes Mobile-First ramverken Bootstrap och Foundation mot varandra i ett experiment om vilket ramverk som hade högst responsivitet vid inläsning av en webbsida med visualisering av data. Olika sidor med olika element sattes upp och genom olika mätserier mättes responsiviteten. Mätningen skedde med skript som mätte svarstid i ms. Resultatet för alla mätningar samt för varje mätserie var att Bootstrap hade i snitt en lägre svarstid än Foundation. Detta går att bygga vidare på genom att jämföra andra element än de som gjordes i just det här arbetet. / <p>Det finns övrigt digitalt material (t.ex. film-, bild- eller ljudfiler) eller modeller/artefakter tillhörande examensarbetet som ska skickas till arkivet.</p>

This paper examines whether the CPI and real GDP for the US exhibit nonlinear reversion to trend as recently concluded by Beechey and Österholm [Beechey, M. and Österholm, P., 2008. Revisiting the uncertain unit root in GDP and CPI: testing for nonlinear trend reversion. Economics Letters 100, 221-223]. The wild bootstrap is used to correct for non-normality and heteroscedasticity in a nonlinear unit root test. The use of 'wild bootstrapped' critical values affects test conclusions in some cases. Results also are sensitive to the sample period examined.

A new confidence interval for the coefficient of dispersion (mean absolute deviation from the median divided by median) is proposed and is shown to perform better than the BCa bootstrap confidence interval.

Ce mémoire propose une adaptation lisse de méthodes bootstrap par pseudo-population aux fins d'estimation de la variance et de formation d'intervalles de confiance pour des quantiles de population finie. Dans le cas de données i.i.d., Hall et al. (1989) ont montré que l'ordre de convergence de l'erreur relative de l’estimateur bootstrap de la variance d’un quantile échantillonnal connaît un gain lorsque l'on rééchantillonne à partir d’une estimation lisse de la fonction de répartition plutôt que de la fonction de répartition expérimentale. Dans cet ouvrage, nous étendons le principe du bootstrap lisse au contexte de population finie en le mettant en œuvre au sein des méthodes bootstrap par pseudo-population. Étant donné un noyau et un paramètre de lissage, cela consiste à lisser la pseudo-population dont sont issus les échantillons bootstrap selon le plan de sondage initial. Deux plans sont abordés, soit l'échantillonnage aléatoire simple sans remise et l'échantillonnage de Poisson. Comme l'utilisation des algorithmes proposés nécessite la spécification du paramètre de lissage, nous décrivons une méthode de sélection par injection et des méthodes de sélection par la minimisation d'estimés bootstrap de critères d'ajustement sur une grille de valeurs du paramètre de lissage. Nous présentons des résultats d'une étude par simulation permettant de montrer empiriquement l'efficacité de l'approche lisse par rapport à l'approche standard pour ce qui est de l'estimation de la variance d'un estimateur de quantile et des résultats plus mitigés en ce qui concerne les intervalles de confiance. / This thesis introduces smoothed pseudo-population bootstrap methods for the purposes of variance estimation and the construction of confidence intervals for finite population quantiles. In an i.i.d. context, Hall et al. (1989) have shown that resampling from a smoothed estimate of the distribution function instead of the usual empirical distribution function can improve the convergence rate of the bootstrap variance estimator of a sample quantile. We extend the smoothed bootstrap to the survey sampling framework by implementing it in pseudo-population bootstrap methods. Given a kernel function and a bandwidth, it consists of smoothing the pseudo-population from which bootstrap samples are drawn using the original sampling design. Two designs are discussed, namely simple random sampling and Poisson sampling. The implementation of the proposed algorithms requires the specification of the bandwidth. To do so, we develop a plug-in selection method along with grid search selection methods based on bootstrap estimates of two performance metrics. We present the results of a simulation study which provide empirical evidence that the smoothed approach is more efficient than the standard approach for estimating the variance of a quantile estimator together with mixed results regarding confidence intervals.

This paper discusses results of a computer simulation to investigate the effect of jittering to simulate measurement error. In addition, the classical F ratio, the bootstrap F and the F for ranked data are compared. Empirical powers and p-values suggest the bootstrap is a good and robust procedure and the rank procedure seems to be too liberal when compared to the classical F ratio.