Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of...

Metode Pendugaan Parameter

(Bagian I)

1

Teori Statistika II (S1-STK)

Dr. Kusman Sadik, M.Si

Departemen Statistika IPB, 2017

2

1. Metode Momen (Moment).

2. Metode Kemungkinan Maksimum (Maximum

Likelihood).

3. Metode Kuadarat Terkecil (Least Square).

4. Metode Bayes.

3

Momen populasi ke-k :

Momen contoh ke-k :

4

5

6

Note: E(Yi) =

V(Yi) =

7

8

9

Solution :

10

Solution :

11

12

Fungsi Kemungkinan (Likelihood Function):

Fungsi Log-Kemungkinan (Log of Likelihood Function):

13

Proses Pemaksimuman

Maximization :

14

Solution :

15

Solution :

16

17

Solution :

18

19

20

21

22

23

24

25

1. Roussas, G. 2015. An Introduction to Probability and Statistical

Inference 2nd Edition. Elsevier Inc.

2. Hogg RV , McKean JW, Craig AT. 2013. Introduction to

Mathematical Statistics 7th Edition. Pearson Prentice Hall.

3. Wackerly D, Mendenhall W, Scheaffer RL. 2008. Mathematical

Statistics with Applications 7th Edition, Duxbury Thomson

Learning.

4. Catatan Kuliah

26

Bisa di-download di

kusmansadik.wordpress.com

27

28