Tugas Pendahuluan 3

PRAKTIKUM
STATISTIKA MATEMATIKA 2

OLEH :
NAMA :SITTI JUSMIATI
NIM : F1A219014
KELOMPOK : GENAP

PROGRAM STUDI S1 STATISTIKA

FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM
UNIVERSITAS HALU OLEO
KENDARI
2022
Soal:
1. 𝑋1, 𝑋2, … , 𝑋𝑛 adalahsuatusampelacaksalingbebasdaripopulasiberdistribusiekspo
nensial.
(𝜃 + 1)𝑥−𝜃−2 𝑥 > 1, 𝜃 > 0
(
𝑓 𝑥; 𝜃 ) = {
0 𝑥 𝑦𝑎𝑛𝑔 𝑙𝑎𝑖𝑛𝑛𝑦𝑎
Tentukan estimator untuk𝜃 !
2. 𝑋1, 𝑋2, … , 𝑋𝑛 adalahsuatusampelacaksalingbebasdaripopulasiberdistribusiekspo
nensial.

𝑓(𝑥; 𝜃) = {𝜃 𝑒
3 −𝜃𝑥 𝑥 > 0, 𝜃 > 0
0 𝑥 𝑦𝑎𝑛𝑔 𝑙𝑎𝑖𝑛𝑛𝑦𝑎
Tentukan estimator untuk𝜃 !
Jawab:
1. Estimator untuk𝜃
(𝜃 + 1)𝑥−𝜃−2 𝑥 > 1, 𝜃 > 0
𝑓(𝑥; 𝜃) = {
0 𝑥 𝑦𝑎𝑛𝑔 𝑙𝑎𝑖𝑛𝑛𝑦𝑎
a) Moment populasi
𝑀𝑥 (𝑡) = 𝐸(𝑥)
∞
= ∫ 𝑥 𝑓(𝑥; 𝜃) 𝑑𝑥
1
∞
= ∫ 𝑥 (𝜃 + 1)𝑥−𝜃−2 𝑑𝑥
1
∞
= (𝜃 + 1) ∫ 𝑥 𝑥−𝜃−2 𝑑𝑥
1
𝑏
= (𝜃 + 1) lim ∫ 𝑥−𝜃−2+1 𝑑𝑥
𝑏→∞ 1

𝑏
= (𝜃 + 1) lim ∫ 𝑥−𝜃−1 𝑑𝑥
𝑏→∞ 1

𝑏
𝑥−𝜃−1+1
= (𝜃 + 1) lim [ ]
𝑏→∞ −𝜃 − 1 + 1
1
𝑏
𝑥−𝜃
= (𝜃 + 1) lim [ ]
𝑏→∞ −𝜃
 𝑏
𝑥−𝜃
= (𝜃 + 1) lim [ ]
𝑏→∞ −𝜃
1
(𝜃 + 1) 𝑏
= lim [𝑥−𝜃 ]
(−𝜃) 𝑏→∞ 1
(𝜃 + 1) 𝑏
= lim [𝑥−𝜃 ]
(−𝜃) 𝑏→∞ 1
(𝜃 + 1)
= lim ((𝑏−𝜃 ) − (1−𝜃 ))
(−𝜃) 𝑏→∞
(𝜃 + 1)
= lim (𝑏−𝜃 ) − lim (1−𝜃 )
(−𝜃) 𝑏→∞ 𝑏→∞
(𝜃 + 1)
= ((0 − (1))
(−𝜃)
(𝜃 + 1)
=
𝜃

b) Moment sampel
𝑀𝑡 = 𝑥𝑡
1𝑛
= ∑ 𝑥𝑡
𝑖
𝑛
𝑖=1
𝑛
1
= ∑ 𝑥𝑖
𝑛
𝑖=1
(𝜃 + 1)
=𝑥
𝜃
𝜃+1 = 𝑥𝜃
𝜃 = 𝑥𝜃 − 1
𝜃 − 𝑥𝜃 = −1
𝜃(1 − 𝑥) = −1
1
𝜃= −
1−𝑥
1
𝜃= − 1
1 − ∑𝑛 𝑥
𝑛 𝑖=1 𝑖
 𝑛
𝜃= −
𝑛 − ∑ 𝑛𝑖=1 𝑥𝑖

2. Estimator untuk 𝜃

𝑓(𝑥; 𝜃) = {𝜃 𝑒
3 −𝜃𝑥 𝑥 > 0, 𝜃 > 0
0 𝑥 𝑦𝑎𝑛𝑔 𝑙𝑎𝑖𝑛𝑛𝑦𝑎

a) Moment populasi
𝑀𝑥 (𝑡) = 𝐸(𝑒𝑡𝑥)
∞
= ∫ 𝑒𝑡𝑥 𝑓(𝑥; 𝜃) 𝑑𝑥
0
∞
= ∫ 𝑒𝑡𝑥 𝜃3𝑒−𝜃𝑥𝑑𝑥
0
∞
= 𝜃3 ∫ 𝑒𝑡𝑥 𝑒−𝜃𝑥𝑑𝑥
0
∞
= 𝜃3 ∫ 𝑒𝑡𝑥−𝜃𝑥 𝑑𝑥
0

𝑚𝑖𝑠𝑎𝑙 𝑢 = 𝑥(𝑡 − 𝜃)
𝑑𝑢
=𝑡− 𝜃
𝑑𝑥
𝑑𝑢
𝑑𝑥 =
𝑡−𝜃

∞ 𝑑𝑢
= 𝜃 3 ∫ 𝑒𝑢
0 𝑡− 𝜃
𝜃3 ∞
= ∫ 𝑒𝑢 𝑑𝑢
𝑡−𝜃 0
𝜃3 ∞
= [𝑒(𝑡− 𝜃)𝑥 ]
𝑡−𝜃 0
𝜃3
= (0-1)
𝑡−𝜃

= 𝜃3
(0 − 1)
𝑡−𝜃
 𝜃3
=−
𝑡−𝜃
𝜃3
=−
𝑡−𝜃
𝜃3
=−
𝑚𝑎𝑘𝑎 𝑀𝑥 (𝑡) 𝑡−𝜃

Missal y=𝑀𝑥(𝑡) =− 𝜃3
𝑡−𝜃
𝑢,𝑣 − 𝑢𝑣,
𝑦, = 𝑀𝑋,
=
𝑣2
𝑢 = −𝜃3 𝑢, = 0
𝑣 =𝑡−𝜃 𝑣, = 1 − 0 = 1
𝑚𝑎𝑘𝑎 𝑀, (𝑡) 𝑢,−𝑢𝑣, (0)(𝑡−𝜃)−(𝜃3)(1) 𝜃3
𝑥 = 𝑣2
= =(𝑡−𝜃)2
(𝑡−𝜃)2

= 𝜃3(𝑡 − 𝜃)−2
E(X) =𝑀𝑋, (0)
=𝜃3(0 − 𝜃)−2
= 𝜃3(−𝜃)−2
=𝜃

b) Moment sampel
𝑀𝑡 = 𝑥𝑡; t=1
𝑀1 =𝑥
𝑛
1
= ∑ 𝑥𝑖
𝑛
𝑖=1
− (1 − 𝜃 ) = 𝑥
−1 + 𝜃 =𝑥
𝜃 =𝑥+1
𝑛
1
= ∑ 𝑥𝑖 + 1
𝑛
𝑖=1