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MEASURES
Data
For example, suppose you have an investment
which earns 10% the first year, 60% the
second year, and 20% the third year. What is
its average rate of return?
Misal Investasi = X
Tahun 1 : 10% 1,1X
Tahun 2 : 60% 1,6 X
Tahun 3 : 20% 1,2 X
Total 3 tahun : 90%, mean : 30%
Rata-rata geometris lebih tepat daripada rata-rata
aritmatika dalam menggambarkan pertumbuhan
proporsional, baik pertumbuhan eksponensial
(pertumbuhan proporsional konstan) dan berbagai
pertumbuhan. Contoh pertumbuhan :
Awal Tahun ke-1 : 100
Awal Tahun ke-2 : 180 (tumbuh 80% dari tahun 1)
Awal Tahun ke-3 : 210 (tumbuh 16,67% dari tahun 2)
Awal Tahun ke-4 : 300 (tumbuh 42,86% dari tahun 3)
Menggunakan aritmetik mean pertumbuhan rata-rata
46,5079% (80% + 16,6666% + 42,85261% dibagi 3).
Namun, jika kita hitung mulai dengan 100 dan tumbuh
46,5079% setiap tahun, hasilnya pada tahun ke-4 adalah
314, bukan 300, sehingga aritmetik mean tidak sesuai.
Menggunakan rata-rata geometrik.
Tahun ke-2 : tumbuh 80% dari tahun 1 = 1.8
Tahun ke-3 : tumbuh 16,67% dari tahun 2 = 1.167
Tahun ke-4 : tumbuh 42,86% dari tahun 3 = 1.4286
Sehingga "rata-rata" pertumbuhan per tahun
adalah 44,2249%.
Jika kita mulai dengan 100 dan tumbuh dengan
44,2249% setiap tahun, hasilnya adalah 300.
If you calculate this geometric mean you get
approximately 1.283, so the average rate of
return is about 28% (not 30% which is what
the arithmetic mean of 10%, 60%, and 20%
would give you).
For example, if you're looking at an
investment that increases by 10% one year
and decreases by 20% the next, the simple
rates of change are 10% and -20%.
This means that, on average, your investment
is being multiplied by 0.938 (= 93.8%) each
year, a 6.2% loss.
Suppose that your portfolio has these five annual
returns: .10, -.20, 0, -.10, .20. The order does not
matter if the portfolio has no contributions or
withdrawals during the five years.
The return arithmetic average is 0.
However, a portfolio across five years with these
annual returns would lose about 5% of
value. The geometric mean:
GM= (1,1*0,8*1*0,9*1,2)^(1/5) = 0,99
Rata-rata setiap tahun rugi 1%. Sehingga dalam 5
thn menderita kerugian sebesar 5%.
For example, suppose that you have four 10
km segments to your automobile trip. You
drive your car:
100 km/hr for the first 10 km
110 km/hr for the second 10 km
90 km/hr for the third 10 km
120 km/hr for the fourth 10 km.
What is your average speed? Here is a
spreadsheet solution:
Distance Velocity Time
km km/hr hr
10 100 0.1
10 110 0.090909
10 90 0.111111
10 120 0.083333
40 0.385354
Rata 40/0.385
kecepatan =103.8008
Using the Swimming Pool data find the mean, median, and mode.
Compute the geometric mean and the harmonic mean, and verify
the relationship between these three measures.
Example
Using the Swimming Pool data (page 2) find the coefficient of skewness,
coefficient of momental skewness, Pearsons first coefficient of
skewness, Pearsons second moment of skewness, and the quartile
coefficient of skewness.
Example
Ticket data: Forty random speeding tickets were selected from the
courthouse records in Columbia County. The speed indicated on
each ticket is given inthe table below.
58 72 64 65 67 92 55 51 69 73
64 59 65 55 75 56 89 60 84 68
74 67 55 68 74 43 67 71 72 66
62 63 83 64 51 63 49 78 65 75
Find the corrected sample variance and corrected sample moments.
Correlation Coefficient
What is it?
-- A numeric measure of linear relationship between two continuous
variables.
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Correlation
Slight warning:
Correlation tend to measure linear relationship;
however there are events that a curves might exist
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Linear Regression
What is it?
-- Statistical technique of fitting a linear function to
data points in attempt to describe a relationship
between two variables.
Used for
-- prediction
-- interpretation of coefficients (change in y for a
unit increase in x)
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The normal curve
When histogram looks like a bell-shaped curve, z-scores are
associated with percentages
Outliers
Bias effects all measurements in the same way
Measurement = truth + bias + chance error
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