Komplexné náhodné veličiny
| Thesis title in thesis language (Slovak): | Komplexné náhodné veličiny |
|---|---|
| Thesis title in Czech: | Komplexní náhodné veličiny |
| Thesis title in English: | Complex random variables |
| Key words: | komplexné náhodné vektory|variančná matica|Gaussovský náhodný vektor|komplexné normálne rozdelenie |
| English key words: | complex random vectors|variance matrix|Gaussian random vector|complex normal distribution |
| Academic year of topic announcement: | 2022/2023 |
| Thesis type: | Bachelor's thesis |
| Thesis language: | slovenština |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | RNDr. Jitka Zichová, Dr. |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 03.10.2022 |
| Date of assignment: | 19.10.2022 |
| Confirmed by Study dept. on: | 11.11.2022 |
| Date and time of defence: | 21.06.2023 09:00 |
| Date of electronic submission: | 06.05.2023 |
| Date of submission of printed version: | 15.05.2023 |
| Date of proceeded defence: | 21.06.2023 |
| Opponents: | doc. RNDr. Jan Večeř, Ph.D. |
| Guidelines |
| Student/ka se seznámí s teorií komplexních náhodných veličin a popíše jejich vlastnosti. Zavede komplexní normální rozdělení a bude se věnovat problematice odhadu parametrů a testování vybraných hypotéz. Součástí práce bude simulační studie. |
| References |
| Halliwell, L.J.: Complex Random Variables. Casualty Actuarial Society E-Forum, Fall 2015.
Giri, N.: On the Complex Analogues of T^2 and R^2 Tests. The Annals of Mathematical Statistics, Vol. 36, 1965, pp. 664-670. Goodman, N.R.: Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction). The Annals of Mathematical Statistics, Vol. 34, 1963, pp. 152-177. |