Rizka Pitri, 1117031046 (2015) Karakteristik Penduga Parameter Distribusi Log Normal Menggunakan Metode Generalized Moment. Fakultas Matematika dan Ilmu Pengetahuan Alam, Universitas Lampung.
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Abstract
ABSTRAK Metode generalized moment adalah bentuk perumuman dari metode momen yang digunakan untuk memperoleh pendugaan parameter model statistik. Dasar penerapan metode generalized moment adalah perumuman dari bentuk Probability Weighted Moment (PWM) dimana nilai r diambil nol, dan nilai l diambil sebarang, tidak harus bilangan positif maupun bilangan bulat. Penduga parameter distribusi Log Normal (μ,σ^2 ) menggunakan metode generalized moment, yaitu μ ̂ = 2ln〖M ̂_(l_1 )-σ ̂^2 〖l_1〗^2 〗/(2l_1 ) dan σ ̂^2=(2 〖l_1 ln〗〖M ̂_(l_2 ) 〗-〖2l_2 ln〗〖M ̂_(l_1 )+σ ̂^2 〖l_1〗^2 l_2 〗 )/(l_1 〖l_2〗^2 ). Karakteristik penduga parameter yang diperoleh merupakan penduga yang takbias, varian minimum, dan konsisten. Kata kunci: Distribusi Log Normal, Metode Generalized Moment, takbias, varian minimum, dan konsisten. ABSTRACT Generalized moment of method is a generalization of the moment method which is used to obtain a parameter estimation of statistic models. These method is developed form the generalization of probability weighted moment. The value of r is taken equal to 0, and the value of l is taken as arbitrary, not necessarily integer, nor positive. The estimators of log normal distribution (μ,σ^2 ) which using the generalized moment of method are μ ̂ = 2ln〖M ̂_(l_1 )-σ ̂^2 〖l_1〗^2 〗/(2l_1 ) and σ ̂^2=(2 〖l_1 ln〗〖M ̂_(l_2 ) 〗-〖2l_2 ln〗〖M ̂_(l_1 )+σ ̂^2 〖l_1〗^2 l_2 〗 )/(l_1 〖l_2〗^2 ). The Characteristics of parameter estimators which are got from this method are unbiased, minimum variance, and consistency estimators. Key words: Log Normal Distribution, Generalized Moment of Method, Unbiased,Minimum Variance, and Consistency.
| Item Type: | Other |
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| Subjects: | Q Science (General) > QA Mathematics |
| Divisions: | Fakultas MIPA > Prodi Matematika |
| Depositing User: | 7055675 . Digilib |
| Date Deposited: | 23 Feb 2015 04:40 |
| Last Modified: | 23 Feb 2015 04:40 |
| URI: | http://digilib.unila.ac.id/id/eprint/7251 |
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