Transformations of random variables
Thesis title: | Transformace náhodných veličin |
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Author: | Šára, Michal |
Thesis type: | Bakalářská práce |
Supervisor: | Marek, Luboš |
Opponents: | Malá, Ivana |
Thesis language: | Česky |
Abstract: | Tato bakalářská práce se zabývá transformacemi náhodných veličin, což je nedílná partie teorie pravděpodobnosti. Cílem této práce je seznámit čtenáře s některými metodami a technikami, které se při transformaci náhodné veličiny používají.Práce si dále klade za cíl nastínit teorii a praktické využití Lebesgueova-Stieltjesova integrálu v teorii pravděpodobnosti. |
Keywords: | náhodná veličina; transformace; integrál |
Thesis title: | Transformations of random variables |
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Author: | Šára, Michal |
Thesis type: | Bachelor thesis |
Supervisor: | Marek, Luboš |
Opponents: | Malá, Ivana |
Thesis language: | Česky |
Abstract: | 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 Lebesgue-Stieltjes integral and probability measure, which are nowdays present in every book dealing with modern explanation of theory of probability. |
Keywords: | random variable; transformations; integral |
Information about study
Study programme: | Kvantitativní metody v ekonomice/Statistické metody v ekonomii |
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Type of study programme: | Bakalářský studijní program |
Assigned degree: | Bc. |
Institutions assigning academic degree: | Vysoká škola ekonomická v Praze |
Faculty: | Faculty of Informatics and Statistics |
Department: | Department of Statistics and Probability |
Information on submission and defense
Date of assignment: | 31. 1. 2011 |
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Date of submission: | 20. 5. 2011 |
Date of defense: | 17. 6. 2011 |
Identifier in the InSIS system: | https://insis.vse.cz/zp/30078/podrobnosti |