ESTIMASI MAKSIMUM LIKELIHOOD UNTUK DISTRIBUSI PARETO YANG DIEKSPONENSIALKAN; MAXIMUM LIKELIHOOD ESTIMATION OF THE EXPONENTIATED PARETO DISTRIBUTION

ISNI KURNIA ROMADHONI, Sri Haryatmi

2011 | Disertasi | PROGRAM STUDI S2 MATEMATIKA

An Exponentiated Pareto distribution has been introduced by Gupta et al (1998) as a lifetime model with form ????? ? ??????? where F(t) is the second-kind of Pareto Distribution and q is a positif real number. To obtain the estimator of parameters of the Exponentiated Pareto Distribution it can use some method. In this thesis we use a Maximum Likelihood Estimation (MLE) of the two parameter q and ? from an Exponentiated Pareto Distribution. Here will be reviewed from two conditions, i.e. when the two parameters are unkwon and if one of the parameters are known. It has been seen that the estimators obtained are not available in nice closed form when we assume that both of two parameters are unknown and when q is known, so they can be easily evaluated by using fixed point solution method.

Kata Kunci : Estimasi Maximum Likelihood, Distribusi Pareto yang Dieksponensialkan, metode Solusi Titik Tetap