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Mencari taksiran titik mean model fay-herriot dan model car fay-herriot menggunakan pendekatan hierarchical bayes pada small area estimation (SAE) = Searching for point estimation for mean of fay-herriot model and car fay-herriot model using hierarchical bayesian approach on small area estimation (SAE)

Kurnia Susvitasari; Titin Siswantining, supervisor; Fevi Novkaniza, supervisor; Saskya, examiner; Yekti Widyaningsih, examiner (Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Indonesia, 2014)

 Abstract

Metode Small Area Estimation (SAE) telah banyak diterapkan untuk mendapatkan taksiran dengan tingkat presisi yang tinggi pada populasi kecil. Pada 1979 Fay dan Herriot mengajukan suatu model untuk mencari taksiran parameter pada SAE yang dikenal dengan model Fay-Herriot. Sayangnya, model Fay-Herriot tidak mampu menjelaskan adanya efek spasial antar daerah yang tercangkup dalam satu lingkup populasi besar. Oleh karenanya, diperkenalkan model CAR Fay-Herriot, yaitu model Fay-Herriot ditambah dengan efek spasial di dalamnya. Parameter model Fay-Herriot dan CAR Fay-Herriot dapat ditaksir dengan menggunakan metode Bayes (Empirical Bayes dan Hierarchical Bayes) dan non-Bayes. Pada tugas akhir ini digunakan metode Hierarchical Bayes (HB) dengan pendekatan MCMC (Monte Carlo Markov Chain) dengan cara membangkitkan sampel simulasi menggunakan Gibbs sampling dan Metropolis-Hasting sedemikian sehingga diperoleh taksiran titik mean untuk pada model Fay-Herriot dan CAR Fay-Herriot.

Small Area Estimation (SAE) methods have been widely used in practice due to the increasing demand for precise estimates for local regions and various small areas. In 1979 Fay and Herriot proposed a model to search for the parameter estimations in SAE known as Fay-Herriot model. Unfortunately, Fay-Herriot models are unable to explain the presence of spatial effects among regions under similar scope of population. Therefore, new model has been proposed, known as CAR Fay-Herriot model, generalization of Fay-Herriot model with spatial effect on it. Both Fay-Herriot and CAR Fay-Herriot?s model parameters can be estimated by using Bayesian (Empirical Bayes and Hierarchical Bayes) and non-Bayesian approach. In this mini thesis, the method used is Hierarchical Bayes (HB) with MCMC (Monte Carlo Markov Chain) approach by generating sample simulation using Gibbs sampling and Metropolis-Hasting to obtain point estimation of means of parameter interest in Fay-Herriot model and the CAR Fay-Herriot.

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 Metadata

Collection Type : UI - Skripsi Membership
Call Number : S56452
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Publishing : Depok: Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Indonesia, 2014
Cataloguing Source LibUI ind rda
Content Type text
Media Type unmediated ; computer
Carrier Type volume ; online resource
Physical Description xiv, 97 pages : illsuatration ; 28 cm + appendix
Concise Text
Holding Institution Universitas Indonesia
Location Perpustakaan UI, Lantai 3
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Call Number Barcode Number Availability
S56452 14-18-457044901 TERSEDIA
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No review available for this collection: 20386951
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