DISTRIBUSI NORMAL

MGF
Mx(t)
= E (etx)
1 ( x ) 2

( ).[
]
1
tx
2

e
.
e
dx

=
=

dx

x 2 2 2tx 2 x 2
2 2

dx

x 2 2 x ( 2t ) 2

2 2

dx

1
=

2 2

1
=

2 2 tx x 2 2 x 2

1
=

dx

1
=

1 x 2
tx (( ){
) )
2

( x 2 2 x ( 2t ) 2 )
2 2

dx

misalkan ( t 2 4 +t 2 4 )

1
2

e t ( t

1
( )[( x ( t ) 2 ) 2
2
2

)/2

e t (t
=

2
2

)/2

.e

Mx(t)

)/2

1
( 2 t 2 t 2 4 )
2
2

.e

1 x ( t ) 2 2
( )(
)
2

1
x ( t 2 )
dy dx

y=
dx dy
2

1
( )[ x ( t ) 2 ]2 / 2
2

Misal :

e t ( t

dx

1
( )[( x ( t ) 2 ) 2 2 t 2 t 2 4 ]
2
2

.e

y2
)
2

dy

dx

dx

dx

t ( t 2 3 ) / 2

Perhatikan bahwa

y2
2

dy

y2
2

dy

adalah luasan di bawah kurva distribusi

2 3

t ( t
normal baku, sehingga nilainya = 1. Maka: Mx(t) = e

a.

)/2

Mendapatkan mean (x)

2

Mx(t) =
Mx(t) =

et (t
t

e .e

)/2

2t 2
2

Mean = Mx(t) = uv + uv =
t

e (e

=
=
=

e
e

= 1.(

=
Mx(t) =

2t 2
2

2t 2
2

0
2

2t 2
2

2
) e . .2te
2
t

2t 2
2

. 2 t

( 2 .0)

d
dt

(Mx(t))
d
t
t
t
t
2
2

e
. 2 t
dt

d
e t .e
dt
t

2t 2
2

( 2 .t ) t 0

2 2

d
( M x (t ))
dt

( e .e

2 2

2t 2
2

2t 2
2

(( e e
2

= e
2

2t 2
2

d
. e t .e
dt
2

2
e . .2te
2
t

2t 2
2

2t 2
2

2t 2
2

.t

2
.t ) (e . .2te
2
t

e
2

2t 2
2

2t 2
2

t ) (e t .e

t e
2

2t 2
2

2t 2
))
2

t e
4 2

2t 2
2

+ e
2

2t 2
2

= e
= e

2t 2
2

2t 2
2

( t t t )
2

4 2

( 2 2 2t 4t 2 2 )