28
Metode Pendugaan Parameter (Bagian I) 1 Teori Statistika II (S1-STK) Dr. Kusman Sadik, M.Si Departemen Statistika IPB, 2017

Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

Embed Size (px)

Citation preview

Page 1: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

Metode Pendugaan Parameter

(Bagian I)

1

Teori Statistika II (S1-STK)

Dr. Kusman Sadik, M.Si

Departemen Statistika IPB, 2017

Page 2: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

2

1. Metode Momen (Moment).

2. Metode Kemungkinan Maksimum (Maximum

Likelihood).

3. Metode Kuadarat Terkecil (Least Square).

4. Metode Bayes.

Page 3: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

3

Momen populasi ke-k :

Momen contoh ke-k :

Page 4: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

4

Page 5: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

5

Page 6: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

6

Note: E(Yi) =

V(Yi) =

Page 7: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

7

Page 8: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

8

Page 9: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

9

Solution :

Page 10: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

10

Solution :

Page 11: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

11

Page 12: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

12

Fungsi Kemungkinan (Likelihood Function):

Fungsi Log-Kemungkinan (Log of Likelihood Function):

Page 13: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

13

Proses Pemaksimuman

Maximization :

Page 14: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

14

Solution :

Page 15: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

15

Solution :

Page 16: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

16

Page 17: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

17

Solution :

Page 18: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

18

Page 19: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

19

Page 20: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

20

Page 21: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

21

Page 22: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

22

Page 23: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

23

Page 24: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

24

Page 25: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

25

Page 26: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

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

Page 27: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

Bisa di-download di

kusmansadik.wordpress.com

27

Page 28: Metode Pendugaan Parameter (Bagian I) - … · Beberapa Teknik Pendugaan Parameter Method of Moments Choose as estimates those values of the parameters that are solutions of the equations

28