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  • DISTRIBUSI BETA (Menentukan Varian)

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    yantiaya
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    1) The document discusses the derivation of the variance of the beta distribution. 2) It is shown that the variance of the beta distribution is equal to αβ/(α+β)(α+β+1), where α and β are the shape parameters of the beta distribution. 3) The derivation involves first calculating the expected value of x^2, then substituting this and the expected value of x into the formula for variance.

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    Varian

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    1) The document discusses the derivation of the variance of the beta distribution. 2) It is shown that the variance of the beta distribution is equal to αβ/(α+β)(α+β+1), where α and β are the shape parameters of the beta distribution. 3) The derivation involves first calculating the expected value of x^2, then substituting this and the expected value of x into the formula for variance.

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    © All Rights Reserved
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    393 views2 pages

    DISTRIBUSI BETA (Menentukan Varian)

    Uploaded by

    yantiaya
    1) The document discusses the derivation of the variance of the beta distribution. 2) It is shown that the variance of the beta distribution is equal to αβ/(α+β)(α+β+1), where α and β are the shape parameters of the beta distribution. 3) The derivation involves first calculating the expected value of x^2, then substituting this and the expected value of x into the formula for variance.

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    © All Rights Reserved
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    of 2

    DISTRIBUSI BETA

    Menentukan Varian : E (x)2


    E (x)2 =

    ( + ) (+ +1)
    2

    Pembuktian :
    E (x)2 = E( x 2 [ E ( x )] 2
    Langkah pertama mencari E( x 2

    E( x =
    2

    2
    x f ( x ) dx

    x f ( x ) dx

    x .0 dx +

    + x f ( x ) dx+ x2 f ( x ) dx

    x2
    0

    ( + ) 1
    x
    ( ) ( )

    (1x )

    dx

    x 2 .0 dx
    1

    ( + )
    x 2 . x 1
    (1x ) 1 dx +0
    = 0+

    ( ) ( ) 0
    1
    ( + )
    x 2 . x 1
    (1x ) 1 dx
    =

    ( ) ( ) 0
    ( + ) ( +2 ) ()
    = ( ) ( ) ( + +2)
    ( + ) ( +2 )
    =
    ( ) ( + + 2)
    ( + ) ( +21 ) ( +21)
    =
    ( ) ( + +1) ( + +1)
    ( + )
    ( +1 ) ( + 1)
    = ( ) ( + +1)( + ) ( + )
    ( + )
    ( + 1 ) ( )
    = ( ) ( + +1)( + ) ( + )
    ( +1)
    = ( + )( + + 1)
    x
    Langkah selanjutnya yaitu memasukkan nilai E( 2) dan E( x ) ke dalam rumus varian

    E (x)2

    = E( x 2 [ E ( x )] 2
    2
    ( +1)

    ]
    = ( + )( + + 1) [ (
    + )

    ( 2+ ) ( + ) 2 ( + +1)
    =
    ( + + 1)( + )2


    (
    ) 3 2 2
    = 3+ + +

    ( + + 1)( + )2

    =
    2
    ( + +1)( + )
    2

    TERBUKTI !!!

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