Butstrapa metode sadalījuma pārbaudes testiem
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Latvijas Universitāte
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Abstract
Darba tēma ir butstrapa metode sadalījuma pārbaudes testiem. Tiek apskatīta šīs metodes ideja un pierādījumi. Ar piemēru palīdzību gan neparametriskā, gan parametriskā
butstrapa metode pielietota statistikas sadalījumu meklēšanai. Darba nobeigumā ir apskatīts butstrapa metodes pielietojums sadalījuma pārbaudes testiem kā Kolmogorova -
Smirnova un Neimaņa. Apskatīts arī bloku butstrapa metode atkarīgiem datiem.
The subject of this thesis is bootstrap methods for goodness-of-fit tests. The idea and the proof of bootstrap method are examined. With examples are shown non-parametric and parametric methods for define the distribution of statistic. Finally, bootstrap methods are introduced for goodness of fit tests like Kolmogorov - Smirnov and Neymann. The block bootstrap methods are also examined.
The subject of this thesis is bootstrap methods for goodness-of-fit tests. The idea and the proof of bootstrap method are examined. With examples are shown non-parametric and parametric methods for define the distribution of statistic. Finally, bootstrap methods are introduced for goodness of fit tests like Kolmogorov - Smirnov and Neymann. The block bootstrap methods are also examined.