20.500.12556/RUL-120184 Mere skladnosti: Kendallov tau in Spearmanov ro delo diplomskega seminarja Measures of concordance: Kendall's tau and Spearman's rho V delu diplomskega seminarja predstavimo najpomembnejši meri skladnosti, Kendallov tau in Spearmanov ro. To sta meri, ki opisujeta odvisnost slučajnih spremenljivk, imenovano skladnost. Sprva bomo definirali meri v primeru slučajnega vzorca, bolj podrobno pa si bomo pogledali skladnost zveznih slučajnih spremenljivk. Za natančnejšo obravnavo Kendallovega tau in Spearmanovega ro potrebujemo funkcijo, imenovano kopula, ki povezuje skupne porazdelitvene funkcije slučajnih vektorjev z njihovimi robnimi porazdelitvami. Teorija kopul je nepogrešljiva pri obravnavi mer skladnosti, zato bomo predstavili najpomembnejše kopule ter jih grafično prikazali. S Sklarovim izrekom bomo postavili temelje za razumevanje in obravnavo skladnostnih mer. Delo bomo zaključili s primerjavo mer Kendallovega tau in Spearmanovega ro ter s prikazom nekaterih najpomembnejših neenakosti med njima. In this work, we present the most important measures of concordance, Kendall's tau and Spearman's rho. These measures describe a special dependence of random variables called concordance. First we define both measures in the case of a random sample but we will mostly focus on concordance of continuous random variables. For a more precise study of both measures Kendall's tau and Spearman's rho, we introduce function called copula, which links multivariate joint distribution functions of random vectors with their univariate marginal distributions. It has an indispensable role in a study of measures of concordance. We will prove Sklar's theorem, which will serve as a foundation for understanding measures of concordance. Finally, we will take a look into the relationship between Kendall's tau and Spearman's rho and show the most important inequalities relating both measures. skladnost kopula Sklarov izrek Kendallov tau Spearmanov ro skladnostna funkcija concordance copula Sklar's theorem Kendall's tau Spearman's rho concordance function true false false Slovenski jezik Angleški jezik Delo diplomskega seminarja/zaključno seminarsko delo/naloga 2020-09-17 07:16:42 2020-09-17 07:16:44 2024-05-29 14:35:50 0000-00-00 00:00:00 2020 0 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 519.2 110226 58699779 1437.pdf 1437.pdf 1 68F89F65C9D8F100D92959DB10FDEC88 efd01071e1e0a87a54011e79560edf62331822982ff83e0f6751189719554c4a 0573b81b-a1ba-11eb-a523-00155dcfd717 https://repozitorij.uni-lj.si/Dokument.php?lang=slv&id=134964 Fakulteta za matematiko in fiziko 0 0 0