pendugaan parameter - i · pengantar teori statistika (stk500) dr. kusman sadik, m.si program studi...
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Pengantar Teori Statistika (STK500)
Dr. Kusman Sadik, M.Si
Program Studi Magister Statistika Terapan
Departemen Statistika IPB, Semester Ganjil 2019/2020
IPB University─ Bogor Indonesia ─ Inspiring Innovation with Integrity
Pendugaan Parameter - I(Berbagai Metode Pendugaan Parameter)
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In statistical analysis, point estimation of
population parameters plays a very significant
role.
We shall estimate these parameters using the
data from our random sample.
Three of the more popular methods of estimation
are : (1). Method of moments, (2). Method of
maximum likelihood, (3). Method of least-square.
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Momen populasi ke-k :
Momen contoh ke-k :
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Note: E(Yi) =
V(Yi) =
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Solution :
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Fungsi Kemungkinan (Likelihood Function):
Fungsi Log-Kemungkinan (Log of Likelihood Function):
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Catatan: Fungsi “Log” adalah “Logaritma-Natural” atau “Ln”
Proses Pemaksimuman
Maximization :
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Solution :
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Solution :
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Solution :
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Metode MKT banyak digunakan pada pendugaan
parameter untuk model linear statistika, misalnya
pada model regresi linear.
Konsep dasarnya adalah meminimumkan fungsi
Jumlah Kuadrat Galat / JKG (Sum of Squares for
Error / SSE).
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Ramachandran, K.M. and Tsokos, C.P. 2009.
Mathematical Statistics with Applications. Academic
Press, Elsevier.
Roussas, G. 2015. An Introduction to Probability and
Statistical Inference 2nd Edition. Elsevier Inc.
Wackerly, D.D., Mendenhall, W., and Scheaffer, R.L.
2008. Mathematical Statistics with Applications, 7th
Edition. Brooks/Cole, Thomson.
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Bisa di-download di
kusmansadik.wordpress.com
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Terima Kasih
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