EMAIL: PASSWORD:
Front Office
UPT. PERPUSTAKAAN
Institut Teknologi Sepuluh Nopember Surabaya


Kampus ITS Sukolilo - Surabaya 60111

Phone : 031-5921733 , 5923623
Fax : 031-5937774
E-mail : libits@its.ac.id
Website : http://library.its.ac.id

Support (Customer Service) :
timit_perpus@its.ac.id




Welcome..guys!

Have a problem with your access?
Please, contact our technical support below:
LIVE SUPPORT


Moh. Fandika Aqsa


Davi Wahyuni


Tondo Indra Nyata


Anis Wulandari


Ansi Aflacha




ITS » Undergraduate Theses » Matematika
Posted by ida at 12/08/2008 16:43:24  •  15755 Views


KAJIAN ESTIMASI PARAMETER DARI DISTRIBUSI GAMMA DENGAN METODE ESTIMASI BAYESIAN

ESTIMATION ANALYSIS OF GAMMA DISTRIBUTION PARAMETERS BY BAYESIAN ESTIMATION METHOD

Author :
Setianti, Rosvira Enggar 




ABSTRAK

Distribusi Gamma merupakan salah satu dari beberapa distribusi kontinu. Distribusi tersebut memiliki parameter yang harus diestimasi yaitu dan . Estimasi parameter dilakukan dengan metode Estimasi Bayesian melalui pendekatan Non Informatif Prior. Dengan menggunakan teorema Bayes kepercayaan awal yang diambil dari bermacam-macam kemungkinan mengikuti asumsi sesuai informasi awal yang dinyatakan dengan distribusi prior untuk parameter yang diinginkan kemudian distribusi prior dikombinasikan dengan informasi sampel yang dinyatakan dengan fungsi likelihood untuk mendapatkan distribusi posterior. Dari kajian tersebut diperoleh fungsi likelihood pada distribusi gamma adalah niniiinxxxl111exp dimana fungsi likelihood merupakan bagian yang penting dalam mengestimasi dengan metode Estimasi Bayesian. Setelah memperoleh bentuk fungsi likelihoodnya maka akan dikombinasikan dengan distribusi Prior yaitu Non Informatif Prior. Sehingga diperoleh estimator dari adalah 11nxnii sedangkan untuk parameterdidapatkan dengan cara pendekatan numerik yaitu dengan bantuan program WinBUGS 1.4 sehingga dengan melihat nilai dari standart deviasi yang paling minimum diperoleh 7.0untuk 30ndan 5.0untuk . 80n


ABSTRACT

One of continous distributions is gamma distribution. This distribution has parameter that must be estimated they are and . Parameter estimation used bayesian estimation method by non informatif prior approximation. By using bayes theorem first trust that taken from various possibility follows assumtion based on first information namely prior distribution for wanted parameter and then prior distribution is combined with sample information known as likelihood funtion to get posterior distribution. Likelihood funtion for gamma distribution is niniiinxxxl111exp Where likelihood function is important part in bayesian estimation method. After get likelihood function it can be combined with prior distribution namely non informatif prior. estimator of is 11nxnii and estimator of is gotten with numeric approximation through WinBUGS 1.4 then with looking the smallest standart deviation value is gotten 7.0 for and 30n5.0 for 80n.



KeywordsDistribusi Gamma, Non Informatif Prior, Estimasi Bayesian, Gibbs Sampling .
 
Subject:  Statistik matematis
Contributor
  1. Dra. Farida Agustini W, MS
Date Create: 12/08/2008
Type: Text
Format: pdf
Language: Indonesian
Identifier: ITS-Undergraduate-3100007029920
Collection ID: 3100007029920
Call Number: RSMa 519.542 Set k


Source
Undergraduate Theses, DEPARTMENT OF MATHEMATICS RSMa 519.542 Set k

Coverage
ITS Community Only

Rights
Copyright @2007 by ITS Library. This publication is protected by copyright and permission should be obtained from the ITS Library prior to any prohibited reproduction, storage in a retrievel system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to ITS Library




[ Download - Summary ]

ITS-Undergraduate-3100007029920-1956.pdf




 Similar Document...




! ATTENTION !

To facilitate the activation process, please fill out the member application form correctly and completely

Registration activation of our members will process up to max 24 hours (confirm by email). Please wait patiently

POLLING

Bagaimana pendapat Anda tentang layanan repository kami ?

Bagus Sekali
Baik
Biasa
Jelek
Mengecewakan





You are connected from 54.163.166.22
using CCBot/2.0 (http://commoncrawl.org/faq/)



Copyright © ITS Library 2006 - 2016 - All rights reserved.
Dublin Core Metadata Initiative and OpenArchives Compatible
Developed by Hassan