ESTIMASI PARAMETER DISTRIBUSI RAYLEIGH MENGGUNAKAN METODE MINIMAX DENGAN FUNGSI KERUGIAN KUADRATIK DAN EKSPONENSIAL LINIER TERMODIFIKASI
The minimax estimation is an upgraded non-clasical approach method in the estimation area of statistical inference which is closely related with Bayes estimation. The most important element in this estimation are the prior distribution and the loss function. In the thesis, parameter estimation of th...
Main Authors: | , |
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Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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author | , RADHIATUR RAHMI , Prof. Drs. H. Subanar, Ph.D., |
author_facet | , RADHIATUR RAHMI , Prof. Drs. H. Subanar, Ph.D., |
author_sort | , RADHIATUR RAHMI |
collection | UGM |
description | The minimax estimation is an upgraded non-clasical approach method in
the estimation area of statistical inference which is closely related with Bayes
estimation. The most important element in this estimation are the prior
distribution and the loss function. In the thesis, parameter estimation of the
Rayleigh distribution using minimax estimation method under quadratic and
modified linier exponential loss function is studied. The prior distribution as used
in this estimation is invers moment prior distribution. In the data simulation, the
estimated values of the parameter and mean squared error (MSE) of the
estimators are computed. And the result indicate that for small sample size
(n < 25) dan c in interval (-2,3), semi minimax estimator under modified linier
exponential loss function appear to be better (efficient) than the semi minimax
estimator under quadratic loss function. But for sample size (n < 25) and other c
show the opposite result. And for large sample size (n > 25), both of estimators
have approximately the same mean squared error (MSE). |
first_indexed | 2024-03-13T23:01:35Z |
format | Thesis |
id | oai:generic.eprints.org:122892 |
institution | Universiti Gadjah Mada |
last_indexed | 2024-03-13T23:01:35Z |
publishDate | 2013 |
publisher | [Yogyakarta] : Universitas Gadjah Mada |
record_format | dspace |
spelling | oai:generic.eprints.org:1228922016-03-04T08:42:04Z https://repository.ugm.ac.id/122892/ ESTIMASI PARAMETER DISTRIBUSI RAYLEIGH MENGGUNAKAN METODE MINIMAX DENGAN FUNGSI KERUGIAN KUADRATIK DAN EKSPONENSIAL LINIER TERMODIFIKASI , RADHIATUR RAHMI , Prof. Drs. H. Subanar, Ph.D., ETD The minimax estimation is an upgraded non-clasical approach method in the estimation area of statistical inference which is closely related with Bayes estimation. The most important element in this estimation are the prior distribution and the loss function. In the thesis, parameter estimation of the Rayleigh distribution using minimax estimation method under quadratic and modified linier exponential loss function is studied. The prior distribution as used in this estimation is invers moment prior distribution. In the data simulation, the estimated values of the parameter and mean squared error (MSE) of the estimators are computed. And the result indicate that for small sample size (n < 25) dan c in interval (-2,3), semi minimax estimator under modified linier exponential loss function appear to be better (efficient) than the semi minimax estimator under quadratic loss function. But for sample size (n < 25) and other c show the opposite result. And for large sample size (n > 25), both of estimators have approximately the same mean squared error (MSE). [Yogyakarta] : Universitas Gadjah Mada 2013 Thesis NonPeerReviewed , RADHIATUR RAHMI and , Prof. Drs. H. Subanar, Ph.D., (2013) ESTIMASI PARAMETER DISTRIBUSI RAYLEIGH MENGGUNAKAN METODE MINIMAX DENGAN FUNGSI KERUGIAN KUADRATIK DAN EKSPONENSIAL LINIER TERMODIFIKASI. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=63001 |
spellingShingle | ETD , RADHIATUR RAHMI , Prof. Drs. H. Subanar, Ph.D., ESTIMASI PARAMETER DISTRIBUSI RAYLEIGH MENGGUNAKAN METODE MINIMAX DENGAN FUNGSI KERUGIAN KUADRATIK DAN EKSPONENSIAL LINIER TERMODIFIKASI |
title | ESTIMASI PARAMETER DISTRIBUSI RAYLEIGH MENGGUNAKAN METODE MINIMAX DENGAN FUNGSI KERUGIAN KUADRATIK DAN EKSPONENSIAL LINIER TERMODIFIKASI |
title_full | ESTIMASI PARAMETER DISTRIBUSI RAYLEIGH MENGGUNAKAN METODE MINIMAX DENGAN FUNGSI KERUGIAN KUADRATIK DAN EKSPONENSIAL LINIER TERMODIFIKASI |
title_fullStr | ESTIMASI PARAMETER DISTRIBUSI RAYLEIGH MENGGUNAKAN METODE MINIMAX DENGAN FUNGSI KERUGIAN KUADRATIK DAN EKSPONENSIAL LINIER TERMODIFIKASI |
title_full_unstemmed | ESTIMASI PARAMETER DISTRIBUSI RAYLEIGH MENGGUNAKAN METODE MINIMAX DENGAN FUNGSI KERUGIAN KUADRATIK DAN EKSPONENSIAL LINIER TERMODIFIKASI |
title_short | ESTIMASI PARAMETER DISTRIBUSI RAYLEIGH MENGGUNAKAN METODE MINIMAX DENGAN FUNGSI KERUGIAN KUADRATIK DAN EKSPONENSIAL LINIER TERMODIFIKASI |
title_sort | estimasi parameter distribusi rayleigh menggunakan metode minimax dengan fungsi kerugian kuadratik dan eksponensial linier termodifikasi |
topic | ETD |
work_keys_str_mv | AT radhiaturrahmi estimasiparameterdistribusirayleighmenggunakanmetodeminimaxdenganfungsikerugiankuadratikdaneksponensialliniertermodifikasi AT profdrshsubanarphd estimasiparameterdistribusirayleighmenggunakanmetodeminimaxdenganfungsikerugiankuadratikdaneksponensialliniertermodifikasi |