This thesis is focused around Edgeworths expansion for aproximation of distribution for parameter estimation. Aim of the thesis is to introduce term Edgeworths expansion, its assumptions and terminology associeted with it. Afterwords demonstrate process of deducting first term of Edgeworths expansion. In the end demonstrate this deduction on examples and compare it with different approximations (mainly central limit theorem), and show strong and weak points of Edgeworths expansion.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:397744 |
| Date | January 2019 |
| Creators | Dzurilla, Matúš |
| Contributors | Omelka, Marek, Nagy, Stanislav |
| Source Sets | Czech ETDs |
| Language | Slovak |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
Page generated in 0.0027 seconds