Míry závislosti
| Thesis title in Czech: | Míry závislosti |
|---|---|
| Thesis title in English: | Measures of dependence |
| Key words: | závislost, korelace, korelační koeficient, maximální korelace, vzdálenostní korelace |
| English key words: | dependence, correlation, correlation coefficient, maximal correlation, distance correlation |
| Academic year of topic announcement: | 2019/2020 |
| Thesis type: | Bachelor's thesis |
| Thesis language: | čeština |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | doc. RNDr. Zbyněk Pawlas, Ph.D. |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 04.10.2019 |
| Date of assignment: | 04.10.2019 |
| Confirmed by Study dept. on: | 21.11.2019 |
| Date and time of defence: | 16.09.2020 09:00 |
| Date of electronic submission: | 30.07.2020 |
| Date of submission of printed version: | 30.07.2020 |
| Date of proceeded defence: | 16.09.2020 |
| Opponents: | doc. RNDr. Jiří Dvořák, Ph.D. |
| Guidelines |
| Nejčastější mírou závislosti mezi dvěma náhodnými veličinami je korelační koeficient. Existuje však řada jiných způsobů, jak měřit sílu závislosti. Studentka se seznámí s některými z nich a podrobně je popíše. Dále provede jejich porovnání na některých konkrétních příkladech. |
| References |
| R. C. Bradley (2007): Introduction to Strong Mixing Conditions, Volume I, Kendrick Press, Heber City.
N. Papadatos, T. Xifara (2013): A simple method for obtaining the maximal correlation coefficient and related characterizations, J. Multivariate Anal. 118, 102-114. A. Rényi (1959): On measures of dependence, Acta Math. Acad. Sci. Hungar. 10, 441–451. G. J. Székely, M. L. Rizzo, N. K. Bakirov (2007): Measuring and testing independence by correlation of distances, Ann. Statist. 35, 2769-2794. |