Statistika matematika: Perbedaan antara revisi

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[[ImageBerkas:Linear regression.svg|thumbjmpl|rightka|300px|Ilustrasi regresi linear pada suatu himpunan data. [[Analisis regresi]] adalah suatu bagian penting dalam statistika matematika.]]
 
'''Statistika matematika''' ({{lang-en|Mathematical statistics}}) merupakanadalah aplikasi [[matematika]] pada [[statistika]], yang asalnya dilahirkan sebagai suatu sains untuk negara (''state'') — kumpulan—kumpulan dan analisis fakta-fakta mengenai suatu negara: ekonomi, tanah, militer, populasi dan lain-lainnya. Teknik matematika yang digunakan di sini meliputi [[analisis matematis]], [[aljabar linear]], [[:en:stochastic analysis|analisis stokastik]], [[persamaan diferensial]], dan [[:en:measure-theoretic probability theory|teori probabilitas pengukuran-teoritisteoretis]].<ref>{{cite book|last=Lakshmikantham,|first=ed. by D. Kannan,... V.|title=Handbook of stochastic analysis and applications|date=2002|publisher=M. Dekker|location=New York|isbn=0824706609}}</ref><ref>{{cite book|last=Schervish|first=Mark J.|title=Theory of statistics|date=1995|publisher=Springer|location=New York|isbn=0387945466|edition=Corr. 2nd print.}}</ref>
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==Introduction==
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Statistika matematika telah diilhami oleh [[:en:applied statistics|statistika terapan]] serta mengembangkan banyak prosedur pada penerapannya.
 
== Topik ==
Berikut adalah sejumlah topik penting dalam statistika matematika:<ref>Hogg, R. V., A. Craig, and J. W. McKean. "Intro to Mathematical Statistics." (2005).</ref><ref>Larsen, Richard J. and Marx, Morris L. "An Introduction to Mathematical Statistics and Its Applications" (2012). Prentice Hall.</ref>
=== Sebaran probabilitas ===
{{main|Sebaran probabilitas}}
[[Sebaran probabilitas]] atau "distribusi probabilitas" menggunakan [[peluang (matematika)|kemungkinan peluang atau probabilitas]] pada [[:en:measure (mathematics)|subset yang dapat diukur]] dari kemungkinan hasil suatu [[:en:Experiment (probability theory)|eksperimen]] yang bersifat acak (''random''), [[:en:Survey methodology|surveysurvei]], atau prosedur [[:en:statisticalStatistika inferenceinferensi|inferensi statistik]].<!-- Examples are found in experiments whose [[sample space]] is non-numerical, where the distribution would be a [[categorical distribution]]; experiments whose sample space is encoded by discrete [[random variables]], where the distribution can be specified by a [[probability mass function]]; and experiments with sample spaces encoded by continuous random variables, where the distribution can be specified by a [[probability density function]]. More complex experiments, such as those involving [[stochastic processes]] defined in [[continuous time]], may demand the use of more general [[probability measure]]s.
 
A probability distribution can either be [[Univariate distribution|univariate]] or [[Multivariate distribution|multivariate]]. A univariate distribution gives the probabilities of a single [[random variable]] taking on various alternative values; a multivariate distribution (a joint probability distribution) gives the probabilities of a [[random vector]]—a set of two or more random variables—taking on various combinations of values. Important and commonly encountered univariate probability distributions include the [[binomial distribution]], the [[hypergeometric distribution]], and the [[normal distribution]]. The [[multivariate normal distribution]] is a commonly encountered multivariate distribution.
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* a particular realization of the random process; i.e., a set of data.
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=== Regresi ===
{{main|Analisis regresi}}
 
Dalam [[statistika]], '''analisis regresi''' adalah suatu proses statistik untuk memperkirakan hubungan antara variabel-variabel. Termasuk di dalamnya adalah teknik-tenik untuk pembuatan model dan analisis beberapa variabel, ketika fokusnya adalah hubungan antara suatu [[:en:dependent variable|variabel dependen]] dan satu atau lebih [[:en:independent variable|variabel independen]].<!-- More specifically, regression analysis helps one understand how the typical value of the dependent variable (or 'criterion variable') changes when any one of the independent variables is varied, while the other independent variables are held fixed. Most commonly, regression analysis estimates the [[conditional expectation]] of the dependent variable given the independent variables – thatvariables–that is, the [[average value]] of the dependent variable when the independent variables are fixed. Less commonly, the focus is on a [[quantile]], or other [[location parameter]] of the conditional distribution of the dependent variable given the independent variables. In all cases, the estimation target is a [[function (mathematics)|function]] of the independent variables called the '''regression function'''. In regression analysis, it is also of interest to characterize the variation of the dependent variable around the regression function which can be described by a [[probability distribution]].
 
Many techniques for carrying out regression analysis have been developed. Familiar methods such as [[linear regression]] and [[ordinary least squares]] regression are [[parametric statistics|parametric]], in that the regression function is defined in terms of a finite number of unknown [[parameter]]s that are estimated from the [[data]]. [[Nonparametric regression]] refers to techniques that allow the regression function to lie in a specified set of [[function (mathematics)|functions]], which may be [[dimension|infinite-dimensional]].
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=== Statistika non-parametrik ===
<!--{{main|Nonparametric statistics}}-->
'''[[:en:Nonparametric statistics|Statistika non-parametriknonparametrik]]''' adalah [[statistika]] yang tidak didasarkan atas familia [[:en:parametrization|berparameter]] dari [[sebaran probabilitas]]. Termasuk di dalamnya adalah baik [[:en:descriptive statistics|statistika deskriptif]] dan [[Statistika inferensi|inferensi]]. Parameter yang umum adalah rata-rata, variansi, dan lain-lain.<!-- [[parametric statistics]], nonparametric statistics make no assumptions about the [[probability distribution]]s of the variables being assessed.
 
Non-parametric methods are widely used for studying populations that take on a ranked order (such as movie reviews receiving one to four stars). The use of non-parametric methods may be necessary when data have a [[ranking]] but no clear numerical interpretation, such as when assessing [[preferences]]. In terms of [[level of measurement|levels of measurement]], non-parametric methods result in "ordinal" data.
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Another justification for the use of non-parametric methods is simplicity. In certain cases, even when the use of parametric methods is justified, non-parametric methods may be easier to use. Due both to this simplicity and to their greater robustness, non-parametric methods are seen by some statisticians as leaving less room for improper use and misunderstanding.
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==Statistika, mathematika, dan statistika matematika ==
Statistika matematika mempunyai ketumpangtindihan dengan bidang-bidang [[statistika]]. [[Statistikawan]] mempelajari dan memperbaiki prosedur statistika dengan matematika, dan riset statistika sering melahirkan pertanyaan matematis. Teori statistik tergantung pada [[:en:Probability theory|probabilitas]] dan [[:en:optimal decision|teori keputusan]].
 
== Statistika, mathematikamatematika, dan statistika matematika ==
Matematikawan dan statistikawan seperti [[Gauss]], [[Laplace]], dan [[:en:Charles Sanders Peirce|C. S. Peirce]] menggunakan [[:en:optimal decision|teori keputusan]] dengan [[sebaran probabilitas]] dan [[:en:loss function|fungsi kehilangan]] (atau [[:en:utility function|fungsi kegunaan]]). Pendekatan berdasarkan teori keputusan terhadap inferensi statistik dihidupkan kembali oleh [[:en:Abraham Wald|Abraham Wald]] dan para penerusnya,<ref>{{Cite book
Statistika matematika mempunyai ketumpangtindihan dengan bidang-bidang [[statistika]]. [[Statistikawan]] mempelajari dan memperbaiki prosedur statistika dengan matematika, dan riset statistika sering melahirkan pertanyaan matematis. Teori statistik tergantung pada [[:en:ProbabilityTeori theorypeluang|probabilitas atau peluang]] dan [[:en:optimal decision|teori keputusan]].
| first = Abraham
 
| last = Wald |authorlink=Abraham Wald
Matematikawan dan statistikawan seperti [[Gauss]], [[Laplace]], dan [[:en:Charles Sanders Peirce|C. S. Peirce]] menggunakan [[:en:optimal decision|teori keputusan]] dengan [[sebaran probabilitas]] dan [[:en:loss function|fungsi kehilangankerugian]] (atau [[:en:utility function|fungsi kegunaan]]). Pendekatan berdasarkan [[teori keputusan]] terhadap inferensi statistik dihidupkan kembali oleh [[:en:Abraham Wald|Abraham Wald]] dan para penerusnya,<ref>{{Cite book
| title = Sequential analysis
| yearfirst = 1947Abraham
|last = Wald
| publisher = John Wiley and Sons
| title = Sequential analysis
| location = New York
|url = https://archive.org/details/in.ernet.dli.2015.90255
| isbn = 0-471-91806-7
|year = 1947
| quote = See Dover reprint, 2004: ISBN 0-486-43912-7
| publisher = John Wiley and Sons
| location = New York
| isbn = 0-471-91806-7
| quote = See Dover reprint, 2004: ISBN 0-486-43912-7
}}</ref><ref>{{cite book
|first=Abraham
|last=Wald
|authorlink=Abraham Wald
|title=Statistical Decision Functions
|url=https://archive.org/details/statisticaldecis0000abra_t1e7
|year=1950
|publisher=John Wiley and Sons, New York
}}</ref><ref>{{cite book|last=Lehmann|first=Erich|authorlink=Erich Leo Lehmann
| title=Testing Statistical Hypotheses|url=https://archive.org/details/testingstatistic0000lehm_a7b0|year=1997 |edition=2nd
|isbn=0-387-94919-4 }}</ref><ref>
{{cite book
| last1=Lehmann
| first1=Erich
| last2=Cassella
| first2=George
| title=Theory of Point Estimation
| authorlink1=Erich Leo Lehmann
| year=1998 |edition=2nd|isbn= 0-387-98502-6}}</ref><ref>
| title=Theory of Point Estimation
| year=1998 |edition=2nd|isbn= 0-387-98502-6}}</ref><ref>
{{cite book
| last1=Bickel|first1= Peter J.|last2=Doksum|first2=Kjell A.
| authorlink1=Peter J. Bickel
|title=Mathematical Statistics: Basic and Selected Topics
|volume=1
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|first=Lucien
|last=Le Cam
|authorlink=Lucien Le Cam
|title=Asymptotic Methods in Statistical Decision Theory
|url=https://archive.org/details/asymptoticmethod0000leca
|year=1986
|publisher=Springer-Verlag |isbn=0-387-96307-3
}}</ref><ref>{{cite book
|author=Liese, Friedrich and Miescke, Klaus-J.
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|publisher=Springer
}}
</ref> serta secara ekstensif menggunakan [[:en:scientific computingkomputasi|komputingkomputasi ilmiah]], [[analisis matematis|analisis]], dan [[:en:Optimization (mathematics)|optimisasi]]; untuk [[:en:design of experiments|desainperancangan eksperimenpercobaan]], statistikawan menggunakan [[:en:Algebraic statistics|aljabar]] dan [[:en:Combinatorial design|kombinatorika]].
 
== Lihat pula ==
* {{en}} [[:en:Asymptotic theory (statistics)|Teori asimptotik]]
* [[Statistika]]
* [[Ukuran pemusatan data]]
* [[Ukuran penyebaran data]]
 
== Referensi ==
<references/>
 
== Bacaan lebih lanjut ==
* {{cite book|last= Kurnianingsih|first= Sri|authorlink=|coauthors=Kuntarti, Sulistiyono|title=Matematika SMA dan MA 2A Untuk Kelas XI Semester 1 Program IPA|year= 2007|publisher= Esis/Erlangga|location= Jakarta|id= ISBN 979-734-502-5 }} {{id icon}}
* {{cite book|last= Kurnianingsih|first= Sri|authorlink=|coauthors=Kuntarti, Sulistiyono|title=Matematika SMA dan MA 2A Untuk Kelas XI Semester 1 Program IPS|year= 2007|publisher= Esis/Erlangga|location= Jakarta|id= ISBN 979-734-563-7 }} {{id icon}}
 
== Pustaka tambahan ==
* Borovkov, A. A. (1999). ''Mathematical Statistics''. [[CRC Press]]. ISBN 90-5699-018-7
* [http://www.math.uah.edu/stat/ Virtual Laboratories in Probability and Statistics (Univ. of Ala.-Huntsville)]
* [http://www.trigonella.ch/statibot/english/ StatiBot], interactive online expert system on statistical tests.
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{{Statistika}}
{{Bidang matematika}}
 
{{Authority control}}
 
{{DEFAULTSORT:Statistika matematika}}
[[CategoryKategori:Matematika]]
[[CategoryKategori:Statistika]]