SIMULASI PEMBANGKITAN DATA Y DAN X YANG BERKORELASI DALAM SEBARAN NORMAL DAN GAMMA

AGUSTINI, ELKA and Hanum, Herlina and Amran, Ali (2018) SIMULASI PEMBANGKITAN DATA Y DAN X YANG BERKORELASI DALAM SEBARAN NORMAL DAN GAMMA. Undergraduate thesis, Sriwijaya University.

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Abstract

Simulation is one of the data generation techniques. One way of generation of paired data using the equation Y=a+bX+ε, Y with the desired distribution, and X correlated with Y. Data generation in this study is using software R. The distribution used are Normal and Gamma distribution. This study discusses the success rate of data generation of Y and X correlated to Y in Normal and Gamma distribution. the generation is done by generating ε and X. In the simulation the number of data (n), a and b, the values of the Normal and Gamma distribution parameters are determined. Distribution suitability is based on the p-value of Kolmogorov-Smirnov test. The success of simulation can be seen from the percentage of generation results that has the correlation >0.7 and p-value >0.05. Research shows, the magnitude of n greatly affects the generation of data for the distribution of Normal and Gamma. In Normal distribution the greater the value of n, the greater correlation value, and the less p-value shows Normal distribution. In the distribution of Gamma values, n and b interact. The larger n, the value of b used in the Gamma distribution is more limited, the greater correlation value, and the p-value is less indicative of Gamma distribution. The success rate of simulation for Normal distribution using the same generator which is sequential for X and ε reaches 100% and the random generator is 72.22%. As for Gamma, the success rate is 41.67% for all ways of generating X and ε.

Item Type: Thesis (Undergraduate)
Uncontrolled Keywords: Normal and Gamma distribution, Kolmogorov-Smirnov, and software R.
Subjects: Q Science > QA Mathematics > QA1-939 Mathematics > QA37.3.1.64 Applied Mathematics
Divisions: 08-Faculty of Mathematics and Natural Science > 44201-Mathematics (S1)
Depositing User: Mrs Kharisma Afrianti
Date Deposited: 02 Sep 2019 04:17
Last Modified: 02 Sep 2019 08:48
URI: http://repository.unsri.ac.id/id/eprint/5252

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