pendugaan parameter - i · pengantar teori statistika (stk500) dr. kusman sadik, m.si program studi...

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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