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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Optimalaus bloko ilgio parinkimas autonormuojančioms sumoms / How to choose the optimal block lenght for self-normalized sums

Vilkaitis, Aristidas 01 July 2014 (has links)
Šis darbas grindžiamas M. Juodžio ir A. Račkausko straipsniu apie autonormuotas sumas priklausomiems atsitiktiniams dydžiams ir nagrinėjama įrodyta teorema apie autonormuotų sumų konvergavimą naudojant blokus. Pradžioje ištiriamas konvergavimo greitis kaip funkcija nuo bendro narių skaičiaus ir bloko ilgio, vėliau ieškomas šios funkcijos minimumas ir gaunamas optimalaus bloko ilgio ir konvergavimo greičio įvertis. / This work is based on an article by M. Juodis and A. Račkauskas concerning self-normalized sums. The object of this thesis is to further analyse a proven theorem about the convergance of self-normalized sums for dependant random variables using blocks. Firstly, we measure the rate of convergance as a function dependant on the total number of elements and the lenght of the blocks. Later, we find the extreme values of this function and give an estimate of the optimal block length for best convergance results. Finaly, we measure the rate of convergance using the method described in the article.

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