PENDUGAAN PARAMETE R DISTRIBUSI BETA DENGAN METODE MOMEN DAN METODE MAKSIMUM LIKELIHOOD

Authors

  • Feby Ridiani

DOI:

https://doi.org/10.25077/jmu.3.2.23-28.2014

Abstract

Penduga titik dari suatu parameter populasi adalah sebuah nilai yang diperoleh dari sampel dan digunakan sebagai penduga dari parameter yang nilainya tidak
diketahui. Pada artikel ini, pendugaan titik dengan metode momen dan metode maksimum Likelihood digunakan untuk menentukan penduga titik dari distribusi Beta. Pendugaan parameter distribusi beta dengan metode kemungkinan maksimum dibantu dengan metode iterasi numerik, yaitu Newton-Raphson. Penduga yang diharapkan adalah
yang memiliki sifat tak bias, efisien dan konsisten. Simulasi data dilakukan dalam penelitian ini untuk membuktikan ketiga sifat tersebut. Hasil simulasi data menunjukkan
bahwa metode kemungkinan maksimum lebih efisien dibandingkan dengan metode momen dalam menduga parameter distribusi beta.

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Published

01-06-2016

Issue

Vol. 3 No. 2 (2014)

Section

Articles

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