PENERAPAN SEBARAN GAMMA-NORMAL PADA DATA TINGKAT INFLASI BULANAN DI INDONESIA

JULAEHA, SITI and Hanum, Herlina and Dewi, Novi Rustiana (2018) PENERAPAN SEBARAN GAMMA-NORMAL PADA DATA TINGKAT INFLASI BULANAN DI INDONESIA. Undergraduate thesis, Sriwijaya University.

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Abstract

Inflation is a problem that causes instability of a country's economy. Research on the analysis of inflation rates distribution is necessary for proper modeling and forecasting. This study discusses the application of Gamma-Normal distribution of inflation rate data in Indonesia. Gamma-Normal Distribution is a combination of Gamma and Normal distribution, which has more appropriate than Gamma or Normal distribution in accommodating the distribution of real data including data having negative value and asymmetric curve. This study usemonthly inflation rate data from January 2006 to August 2017, consisting of general inflation data and 7 groups of inflation data based on its output. Estimation parameter with Maximum Likelihood Estimation method. The suitability of the distribution are measured with AIC, BIC, and Kolmogorov Smirnov methods. The results of the conformity test show the Gamma-Normal distribution according to the general inflation rate data, foodstuffs group, and clothing group, those data that have moderate skewness and kurtosis.

Item Type: Thesis (Undergraduate)
Uncontrolled Keywords: Gamma-Normal Distribution, Maximum Likelihood Estimation,AIC, BIC, Kolmogorov Smirnov, skewness, kurtosis
Subjects: Q Science > QA Mathematics
Q Science > QA Mathematics > QA75-76.95 Calculating machines > QA76 Computer software
Divisions: 08-Faculty of Mathematics and Natural Science > 44201-Mathematics (S1)
Depositing User: Mrs Dies Meirita Sari
Date Deposited: 12 Jul 2019 07:36
Last Modified: 26 Jul 2019 16:23
URI: http://repository.unsri.ac.id/id/eprint/215

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