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Title: | Selang Kepercayaan bagi Fungsi Intensitas Lokal Proses Poisson Periodik Confidence Interval for the Local Intensity Function of a Periodic Poisson Process |
Authors: | Mangku, Wayan Siswandi Hidayah, Santiarini |
Keywords: | periodic Poisson process local intensity function asymptotic normality confidence interval |
Issue Date: | 2009 |
Publisher: | IPB (Bogor Agricultural University) |
Abstract: | Proses stokastik merupakan salah satu bentuk model yang berkaitan dengan suatu aturan - aturan peluang. Proses stokastik dibedakan menjadi dua yaitu proses stokastik dengan waktu diskret dan proses stokastik dengan waktu kontinu. Salah satu bentuk khusus dari proses stokastik dengan waktu kontinu adalab proses Poisson periodik. This thesis is concerned with confidence interval for the local intensity function of a periodic Poisson process. We consider the worst case when only a single realization of a periodic Poisson process available, which observed in an interval [0, n]. In this thesis estimation of the intensity function, as well as its statistical properties and asymptotic normality, are studied. An important thing for constructing a confidence interval is the asymptotic normality when the variance is estimated. Hence, an asymptotic normality with estimated variance is proved. Next, a confidence interval for the local intensity function of a periodic Poisson process is constructed. Furthermore, convergence of the probability that the estimated parameter is contained in this confidence interval, is proved. Finally, some computer simulations are carried out to check the behaviour of the asymptotic results for bounded samples. |
URI: | http://repository.ipb.ac.id/handle/123456789/55355 |
Appears in Collections: | MT - Mathematics and Natural Science |
Files in This Item:
File | Description | Size | Format | |
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2009shi.pdf Restricted Access | Full Text | 1.88 MB | Adobe PDF | View/Open |
Abstract.pdf Restricted Access | Abstract | 348.83 kB | Adobe PDF | View/Open |
BAB I Pendahuluan.pdf Restricted Access | BAB I | 316.99 kB | Adobe PDF | View/Open |
BAB II Tinjauan Pustaka.pdf Restricted Access | BAB II | 410.93 kB | Adobe PDF | View/Open |
BAB III Review Asimtotik Penduga Tipe Kernel dari Fungsi Intensitas Lokal Proses Poisson Periodik.pdf Restricted Access | BAB III | 437.71 kB | Adobe PDF | View/Open |
BAB IV Hasil dan Pembahasan.pdf Restricted Access | BAB IV | 359.8 kB | Adobe PDF | View/Open |
BAB V Simulasi.pdf Restricted Access | BAB V | 815.49 kB | Adobe PDF | View/Open |
BAB VI Kesimpulan.pdf Restricted Access | BAB VI | 310.62 kB | Adobe PDF | View/Open |
Cover.pdf Restricted Access | Cover | 282.74 kB | Adobe PDF | View/Open |
Daftar Pustaka.pdf Restricted Access | Daftar Pustaka | 322.84 kB | Adobe PDF | View/Open |
Lampiran.pdf Restricted Access | Lampiran | 557.82 kB | Adobe PDF | View/Open |
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