PENDUGAAN PARAMETER MIU DARI DISTRIBUSI LOG-NORMAL DENGAN MENGGUNAKAN METODE MAXIMUM LIKELIHOOD ESTIMATION (MLE) DAN METODE BAYES

Authors

  • INDAH PRATIWI
  • FERRA YANUAR
  • HAZMIRA YOZZA

DOI:

https://doi.org/10.25077/jmu.9.2.84-92.2020

Abstract

Penelitian ini membahas tentang pendugaan parameter µ dari distribusi LogNormal dengan σ 2 diketahui. Penelitian ini menggunakan metode Maximum Likelihood Estimation (MLE) dan metode Bayes dengan prior konjugat. Penduga parameter µ dengan metode MLE dinyatakan sebagai µbMLE = Σn i=1ln(Xi) n dan penduga parameter µ dengan metode Bayes dinyatakan sebagai µbB = mσ2 + nx ∗p σ2 + np . Pada penelitian ini kriteria evaluasi penduga yang digunakan adalah MSE dan sifat tak bias. Berdasarkan studi analitik dan studi kasus diperoleh bahwa pendugaan µ dari distribusi Log-Normal dengan metode Bayes lebih baik di bandingkan metode Maximum Likelihood Estimation (MLE). Kata Kunci: Metode Bayes, Metode Maximum Likelihood Estimation Distribusi LogNormal, Prior Konjugat

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Published

29-06-2020

How to Cite

PRATIWI, I., YANUAR, F., & YOZZA, H. (2020). PENDUGAAN PARAMETER MIU DARI DISTRIBUSI LOG-NORMAL DENGAN MENGGUNAKAN METODE MAXIMUM LIKELIHOOD ESTIMATION (MLE) DAN METODE BAYES. Jurnal Matematika UNAND, 9(2), 84–92. https://doi.org/10.25077/jmu.9.2.84-92.2020

Issue

Vol. 9 No. 2 (2020)

Section

Articles

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